Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 208557.0328 | 73754.072 | 134802.9607 | -105872.8035 | -84220.0524 | -21652.7511 |
Total P&L (%) | 208.557 | 73.7541 | 134.803 | -105.8728 | -84.2201 | -21.6528 |
Avg Daily Profit (%) | 0.202 | 0.0714 | 0.1305 | 0 | -0.1786 | -0.0236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160684 | -113160 | -103495 | -415564 | -200652 | -265299 |
Profit Factor | 1.3704 | 1.2447 | 1.515 | 0.8988 | 0.8339 | 0.9599 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 44 | 20 | 24 | 45 | 22 | 23 |
Losing Trades | 43 | 24 | 19 | 42 | 22 | 20 |
Profitability (%) | 50.5747 | 45.4545 | 55.814 | 51.7241 | 50 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.3392 | 1.4937 | 1.1994 | 0.8389 | 0.8339 | 0.8347 |
Largest Winning Trade | 69685 | 69685 | 32402 | 73706 | 73706 | 51684 |
Largest Losing Trade | -101069 | -30561 | -101069 | -160823 | -68722 | -160823 |
Avg Bars in Trades | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Winners | 30 | 25 | 35 | 29 | 26 | 32 |
Avg Bars in Losers | 35 | 33 | 38 | 36 | 33 | 40 |
Bars Traded | 2885 | 1312 | 1573 | 2885 | 1312 | 1573 |
Profit Streak | 0 | 0 | 47.587 | 17.9203 | 66.587 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304505 | -99263 | -15993 | -579756 | -579471 | -580274 |
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{ "first_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 108, "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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