Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 235855.7098 | 277525.4635 | -41669.7536 | -30568.2767 | 106273.9416 | -136842.2183 |
Total P&L (%) | 235.8557 | 277.5255 | -41.6698 | -30.5683 | 106.2739 | -136.8422 |
Avg Daily Profit (%) | 0.1277 | 0.1502 | -0.0226 | -0.0197 | 0.0392 | 0 |
Buy And Hold Return (%) | 29.4152 | 29.4152 | 29.4152 | 29.4152 | 29.4152 | 29.4152 |
Max Trade Drawdown | -164563 | -103508 | -218703 | -142583 | -108946 | -219583 |
Profit Factor | 1.2295 | 1.5295 | 0.9172 | 0.964 | 1.256 | 0.6844 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Profitability (%) | 51.9802 | 52.4752 | 51.4851 | 51.9802 | 52.4752 | 51.4851 |
Ratio Avg Win / Avg Loss | 1.1359 | 1.3852 | 0.8643 | 0.8905 | 1.1375 | 0.6449 |
Largest Winning Trade | 77799 | 77799 | 46077 | 70304 | 70304 | 32832 |
Largest Losing Trade | -45407 | -43626 | -45407 | -72957 | -44698 | -72957 |
Avg Bars in Trades | 53 | 41 | 64 | 53 | 41 | 64 |
Avg Bars in Winners | 55 | 37 | 72 | 55 | 37 | 72 |
Avg Bars in Losers | 51 | 45 | 56 | 51 | 45 | 56 |
Bars Traded | 10742 | 4190 | 6551 | 10742 | 4190 | 6551 |
Profit Streak | 28.086 | 0 | 36.4193 | 28.086 | 0 | 36.4193 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21098 | 313838 | -579880 | -578923 | -143262 | -579880 |
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{ "first_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 65, "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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