Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 7364922.9091 | 7443519.9968 | -78597.0876 | 549315.5971 | 709134.9605 | -159819.3633 |
Total P&L (%) | 7364.9229 | 7443.52 | -78.5971 | 549.3156 | 709.135 | -159.8194 |
Avg Daily Profit (%) | 3.7509 | 3.7909 | -0.04 | 0.0953 | 0.1065 | 0 |
Buy And Hold Return (%) | 1797 | 1797 | 1797 | 1797 | 1797 | 1797 |
Max Trade Drawdown | -178607 | -68308 | -186441 | -605762 | -193940 | -487705 |
Profit Factor | 15.9969 | 38.5716 | 0.7317 | 1.3478 | 2.0989 | 0.8289 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Profitability (%) | 28.5714 | 33.3333 | 23.6842 | 28.5714 | 33.3333 | 23.6842 |
Ratio Avg Win / Avg Loss | 39.9922 | 77.1432 | 2.3578 | 3.3694 | 4.1979 | 2.671 |
Largest Winning Trade | 7527383 | 7527383 | 57136 | 883952 | 883952 | 251415 |
Largest Losing Trade | -49992 | -19499 | -49992 | -170682 | -136333 | -170682 |
Avg Bars in Trades | 92 | 79 | 106 | 92 | 79 | 106 |
Avg Bars in Winners | 238 | 185 | 316 | 238 | 185 | 316 |
Avg Bars in Losers | 34 | 26 | 40 | 34 | 26 | 40 |
Bars Traded | 7134 | 3102 | 4032 | 7134 | 3102 | 4032 |
Profit Streak | 0 | 0 | 589.879 | 0 | 0 | 589.879 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38230 | 566418 | -613017 | -289936 | -218583 | -613017 |
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{ "first_band": { "type": "dcm", "factors": { "length": 205, "offset": 63 } }, "second_band": { "type": "fwma", "factors": { "length": 107, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 205, "offset": 63 } }, "second_band": { "type": "fwma", "factors": { "length": 107, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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