Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117853.366 | -42327.7125 | 160181.0785 | 15676.9766 | -41434.7435 | 57111.7201 |
Total P&L (%) | 117.8534 | -42.3277 | 160.1811 | 15.677 | -41.4347 | 57.1117 |
Avg Daily Profit (%) | 0.113 | -0.0406 | 0.1535 | 0.014 | -0.0513 | 0.0433 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110051 | -117717 | -48034 | -342931 | -191249 | -194840 |
Profit Factor | 1.3107 | 0.7878 | 1.8905 | 1.0219 | 0.865 | 1.1398 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 59.1549 | 52.7778 | 65.7143 | 59.1549 | 52.7778 | 65.7143 |
Ratio Avg Win / Avg Loss | 0.905 | 0.7049 | 0.9864 | 0.7056 | 0.774 | 0.5947 |
Largest Winning Trade | 43203 | 29024 | 43203 | 88736 | 59714 | 88736 |
Largest Losing Trade | -48034 | -38325 | -48034 | -194840 | -82662 | -194840 |
Avg Bars in Trades | 54 | 33 | 76 | 54 | 33 | 76 |
Avg Bars in Winners | 49 | 25 | 68 | 49 | 25 | 68 |
Avg Bars in Losers | 61 | 41 | 90 | 61 | 41 | 90 |
Bars Traded | 3854 | 1191 | 2664 | 3854 | 1191 | 2664 |
Profit Streak | 19.8135 | 19.8135 | 20.8135 | 19.8135 | 19.8135 | 20.8135 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132447 | -579863 | 382146 | -470801 | -579863 | -201720 |
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{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 179, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 161, "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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