Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 584629.5498 | 493800.257 | 90829.2928 | 204460.0396 | 249895.1369 | -45435.0973 |
Total P&L (%) | 584.6296 | 493.8003 | 90.8293 | 204.46 | 249.8951 | -45.4351 |
Avg Daily Profit (%) | 0.2557 | 0.2159 | 0.0397 | 0.0487 | 0.0548 | -0.0265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113817 | -152399 | -113820 | -448338 | -415161 | -348174 |
Profit Factor | 1.6029 | 1.885 | 1.2206 | 1.0839 | 1.1728 | 0.9541 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 92 | 50 | 42 | 92 | 50 | 42 |
Profitability (%) | 43.5583 | 39.0244 | 48.1481 | 43.5583 | 39.0244 | 48.1481 |
Ratio Avg Win / Avg Loss | 2.077 | 2.9453 | 1.3145 | 1.4045 | 1.8325 | 1.0275 |
Largest Winning Trade | 290264 | 290264 | 67319 | 378478 | 378478 | 84204 |
Largest Losing Trade | -42602 | -42602 | -39071 | -168407 | -168407 | -113798 |
Avg Bars in Trades | 53 | 40 | 67 | 53 | 40 | 67 |
Avg Bars in Winners | 72 | 46 | 94 | 72 | 46 | 94 |
Avg Bars in Losers | 39 | 37 | 42 | 39 | 37 | 42 |
Bars Traded | 8784 | 3341 | 5443 | 8784 | 3341 | 5443 |
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 | 356261 | 93928 | -152926 | -257734 | -157792 | -591789 |
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{ "first_band": { "type": "dcm", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 22, "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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