Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 853444.2629 | 792665.6044 | 60778.6585 | 1343178.1705 | 1650568.9728 | -307390.8022 |
Total P&L (%) | 853.4443 | 792.6656 | 60.7787 | 1343.1782 | 1650.569 | -307.3908 |
Avg Daily Profit (%) | 0.4631 | 0.4301 | 0.033 | 0.1449 | 0.1554 | 0 |
Buy And Hold Return (%) | 123.8936 | 123.8936 | 123.8936 | 123.8936 | 123.8936 | 123.8936 |
Max Trade Drawdown | -73971 | -38117 | -53886 | -1835645 | -932676 | -1344406 |
Profit Factor | 3.5968 | 6.3279 | 1.3379 | 1.2321 | 1.6431 | 0.9046 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Profitability (%) | 33.871 | 35.4839 | 32.2581 | 33.871 | 35.4839 | 32.2581 |
Ratio Avg Win / Avg Loss | 7.0223 | 11.5054 | 2.8096 | 2.4055 | 2.9874 | 1.8996 |
Largest Winning Trade | 705661 | 705661 | 51402 | 1085529 | 1085529 | 841452 |
Largest Losing Trade | -30391 | -14372 | -30391 | -751891 | -352762 | -751891 |
Avg Bars in Trades | 55 | 52 | 58 | 55 | 52 | 58 |
Avg Bars in Winners | 129 | 107 | 153 | 129 | 107 | 153 |
Avg Bars in Losers | 17 | 22 | 13 | 17 | 22 | 13 |
Bars Traded | 3448 | 1627 | 1821 | 3448 | 1627 | 1821 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148072 | 448062 | -320126 | -163397 | 182993 | -584939 |
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{ "first_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 134, "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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