Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624221.2556 | 619811.9289 | 4409.3267 | 110732.9682 | 5108517.7502 | -4997784.782 |
Total P&L (%) | 624.2213 | 619.8119 | 4.4093 | 110.733 | 5108.5178 | -4997.7848 |
Avg Daily Profit (%) | 0.2694 | 0.2675 | 0.0019 | 0.0322 | 0.1707 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198507 | -118817 | -213147 | -4050436 | -1703734 | -6951896 |
Profit Factor | 1.5371 | 2.1853 | 1.0069 | 1.0068 | 1.8882 | 0.5294 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 98 | 52 | 46 | 98 | 52 | 46 |
Losing Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Profitability (%) | 54.1436 | 57.1429 | 51.1111 | 54.1436 | 57.1429 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.3018 | 1.639 | 0.9631 | 0.8527 | 1.4161 | 0.5064 |
Largest Winning Trade | 101467 | 101467 | 78884 | 1744333 | 1744333 | 646952 |
Largest Losing Trade | -78178 | -42412 | -78178 | -2901893 | -571134 | -2901893 |
Avg Bars in Trades | 71 | 56 | 87 | 71 | 56 | 87 |
Avg Bars in Winners | 73 | 54 | 95 | 73 | 54 | 95 |
Avg Bars in Losers | 69 | 58 | 78 | 69 | 58 | 78 |
Bars Traded | 12995 | 5129 | 7866 | 12995 | 5129 | 7866 |
Profit Streak | 0 | 0 | 38.0518 | 0 | 0 | 38.0518 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419352 | 481948 | -569834 | -363172 | 391530 | -579958 |
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{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 61, "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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