Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 496243.8313 | 308244.1922 | 187999.6391 | 720847.6653 | 307924.597 | 412923.0683 |
Total P&L (%) | 496.2438 | 308.2442 | 187.9996 | 720.8477 | 307.9246 | 412.9231 |
Avg Daily Profit (%) | 0.285 | 0.177 | 0.108 | 0.121 | 0.0808 | 0.0939 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155721 | -127570 | -77134 | -400115 | -393603 | -248380 |
Profit Factor | 1.45 | 1.5804 | 1.3289 | 1.2143 | 1.1952 | 1.2312 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 152 | 71 | 81 | 152 | 71 | 81 |
Losing Trades | 136 | 73 | 63 | 136 | 73 | 63 |
Profitability (%) | 52.7778 | 49.3056 | 56.25 | 52.7778 | 49.3056 | 56.25 |
Ratio Avg Win / Avg Loss | 1.2974 | 1.6249 | 1.0336 | 1.0865 | 1.2288 | 0.9576 |
Largest Winning Trade | 109211 | 109211 | 42013 | 203074 | 179563 | 203074 |
Largest Losing Trade | -36071 | -35288 | -36071 | -229621 | -144324 | -229621 |
Avg Bars in Trades | 71 | 52 | 89 | 71 | 52 | 89 |
Avg Bars in Winners | 70 | 47 | 90 | 70 | 47 | 90 |
Avg Bars in Losers | 71 | 57 | 88 | 71 | 57 | 88 |
Bars Traded | 20448 | 7581 | 12867 | 20448 | 7581 | 12867 |
Profit Streak | 7.9376 | 0 | 14.3543 | 7.9376 | 0 | 14.3543 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428024 | 356041 | -47365 | -28998 | -91396 | -68332 |
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{ "first_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 76, "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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