Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -209469.1878 | 358667.2223 | -568136.41 | 5123933.785 | 4109721.2317 | 1014212.5533 |
Total P&L (%) | -209.4692 | 358.6672 | -568.1364 | 5123.9338 | 4109.7212 | 1014.2126 |
Avg Daily Profit (%) | -0.1164 | 0.1992 | -0.3156 | 0.22 | 0.208 | 0.134 |
Buy And Hold Return (%) | 336.3183 | 336.3183 | 336.3183 | 336.3183 | 336.3183 | 336.3183 |
Max Trade Drawdown | -689728 | -99781 | -791879 | -7927313 | -2395971 | -6562224 |
Profit Factor | 0.8756 | 1.8194 | 0.544 | 1.1648 | 1.3152 | 1.0562 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 96 | 47 | 49 | 96 | 49 | 47 |
Losing Trades | 94 | 48 | 46 | 94 | 46 | 48 |
Profitability (%) | 50.5263 | 49.4737 | 51.5789 | 50.5263 | 51.5789 | 49.4737 |
Ratio Avg Win / Avg Loss | 0.8573 | 1.8581 | 0.5107 | 1.1405 | 1.2347 | 1.0786 |
Largest Winning Trade | 95551 | 95551 | 52642 | 2270781 | 2270781 | 1760236 |
Largest Losing Trade | -448283 | -27766 | -448283 | -5126773 | -1373190 | -5126773 |
Avg Bars in Trades | 37 | 25 | 48 | 37 | 25 | 48 |
Avg Bars in Winners | 35 | 21 | 48 | 36 | 22 | 50 |
Avg Bars in Losers | 38 | 29 | 47 | 37 | 29 | 45 |
Bars Traded | 7043 | 2469 | 4574 | 7043 | 2469 | 4574 |
Profit Streak | 0 | 0 | 25.015 | 0 | 0 | 25.015 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579714 | -134265 | -580330 | -30025 | 304719 | -175542 |
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 101, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 50, "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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