Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 86226.1037 | 43628.3464 | 42597.7572 | 100720.6708 | 51125.1616 | 49595.5093 |
Total P&L (%) | 86.2261 | 43.6283 | 42.5978 | 100.7207 | 51.1252 | 49.5955 |
Avg Daily Profit (%) | 0.3311 | 0.1675 | 0.1636 | 0.2679 | 0.1587 | 0.1548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35623 | -31933 | -23880 | -35118 | -33679 | -24439 |
Profit Factor | 1.3861 | 1.348 | 1.4347 | 1.4092 | 1.3736 | 1.4538 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 66.6667 | 66.3265 | 67.0103 | 66.6667 | 66.3265 | 67.0103 |
Ratio Avg Win / Avg Loss | 0.693 | 0.6844 | 0.7063 | 0.7046 | 0.6974 | 0.7157 |
Largest Winning Trade | 13082 | 13082 | 6830 | 10662 | 10662 | 9428 |
Largest Losing Trade | -22708 | -22708 | -11096 | -21641 | -21641 | -10824 |
Avg Bars in Trades | 126 | 124 | 127 | 126 | 124 | 127 |
Avg Bars in Winners | 86 | 80 | 91 | 86 | 80 | 91 |
Avg Bars in Losers | 205 | 211 | 199 | 205 | 211 | 199 |
Bars Traded | 24572 | 12222 | 12350 | 24572 | 12222 | 12350 |
Profit Streak | 5.8212 | 5.8212 | 8.5191 | 5.8212 | 5.8212 | 8.5191 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400333 | 217160 | 248547 | 385986 | 243170 | 272424 |
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{ "first_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 219, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 219, "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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