Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 244389.9398 | 65757.2324 | 178632.7074 | -105748.1525 | 189619.1127 | -295367.2652 |
Total P&L (%) | 244.3899 | 65.7572 | 178.6327 | -105.7482 | 189.6191 | -295.3673 |
Avg Daily Profit (%) | 0.1648 | 0.0443 | 0.1205 | 0 | 0.0717 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -303964 | -108927 | -206796 | -955155 | -173220 | -940892 |
Profit Factor | 1.3802 | 1.2401 | 1.4842 | 0.9285 | 1.5244 | 0.7356 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 67 | 28 | 39 | 67 | 31 | 36 |
Losing Trades | 39 | 25 | 14 | 39 | 22 | 17 |
Profitability (%) | 63.2075 | 52.8302 | 73.5849 | 63.2075 | 58.4906 | 67.9245 |
Ratio Avg Win / Avg Loss | 0.8034 | 1.1072 | 0.5328 | 0.5405 | 1.0818 | 0.3474 |
Largest Winning Trade | 40829 | 40829 | 39058 | 228397 | 228397 | 174597 |
Largest Losing Trade | -115477 | -44787 | -115477 | -887836 | -76666 | -887836 |
Avg Bars in Trades | 77 | 49 | 105 | 77 | 49 | 105 |
Avg Bars in Winners | 69 | 45 | 87 | 73 | 46 | 95 |
Avg Bars in Losers | 90 | 53 | 157 | 85 | 53 | 126 |
Bars Traded | 8226 | 2627 | 5599 | 8226 | 2627 | 5599 |
Profit Streak | 30.3709 | 0 | 88.3709 | 0 | 85.8709 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315418 | -313938 | -208695 | -578783 | -274106 | -758509 |
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 210, "offset": 30 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 210, "offset": 30 } } }
# | 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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