Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 251349.4996 | 43232.9749 | 208116.5247 | 368259.4541 | 78619.4669 | 289639.9871 |
Total P&L (%) | 251.3495 | 43.233 | 208.1165 | 368.2595 | 78.6195 | 289.64 |
Avg Daily Profit (%) | 0.1926 | 0.0331 | 0.1595 | 0.1184 | 0.0445 | 0.1043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81261 | -92109 | -37712 | -120497 | -107918 | -56244 |
Profit Factor | 1.9191 | 1.2278 | 3.4869 | 2.0347 | 1.3398 | 3.3255 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 25 | 17 | 8 | 25 | 17 | 8 |
Profitability (%) | 56.8966 | 41.3793 | 72.4138 | 56.8966 | 41.3793 | 72.4138 |
Ratio Avg Win / Avg Loss | 1.4538 | 1.7394 | 1.3283 | 1.5415 | 1.8981 | 1.2668 |
Largest Winning Trade | 55819 | 55819 | 49922 | 85876 | 62018 | 85876 |
Largest Losing Trade | -36452 | -35013 | -36452 | -53957 | -35702 | -53957 |
Avg Bars in Trades | 84 | 59 | 110 | 84 | 59 | 110 |
Avg Bars in Winners | 83 | 57 | 98 | 83 | 57 | 98 |
Avg Bars in Losers | 87 | 61 | 141 | 87 | 61 | 141 |
Bars Traded | 4927 | 1730 | 3197 | 4927 | 1730 | 3197 |
Profit Streak | 234.6476 | 234.6476 | 290.8976 | 234.6476 | 234.6476 | 290.8976 |
Trades During Streak | 5 | 2 | 5 | 5 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167112 | -152242 | 614698 | -208281 | -134509 | -44260 |
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{ "first_band": { "type": "dcm", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "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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