Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185012.6301 | 66592.2042 | 118420.426 | -17867.7821 | 34422.4364 | -52290.2186 |
Total P&L (%) | 185.0126 | 66.5922 | 118.4204 | -17.8678 | 34.4224 | -52.2902 |
Avg Daily Profit (%) | 0.1806 | 0.065 | 0.1156 | -0.0192 | 0.0289 | -0.0722 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140330 | -123875 | -81636 | -864994 | -471163 | -764416 |
Profit Factor | 1.4244 | 1.2895 | 1.5751 | 0.9907 | 1.0395 | 0.9503 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 55.814 | 46.5116 | 65.1163 | 55.814 | 46.5116 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.1276 | 1.4829 | 0.8438 | 0.7843 | 1.1955 | 0.5091 |
Largest Winning Trade | 79979 | 79979 | 37536 | 296343 | 296343 | 125526 |
Largest Losing Trade | -81636 | -37265 | -81636 | -764416 | -134422 | -764416 |
Avg Bars in Trades | 65 | 59 | 70 | 65 | 59 | 70 |
Avg Bars in Winners | 45 | 36 | 51 | 45 | 36 | 51 |
Avg Bars in Losers | 89 | 79 | 104 | 89 | 79 | 104 |
Bars Traded | 5594 | 2572 | 3021 | 5594 | 2572 | 3021 |
Profit Streak | 10.9858 | 0 | 14.9858 | 10.9858 | 0 | 14.9858 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357283 | -107639 | -35481 | -579152 | -335342 | -577695 |
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 213, "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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