Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1143150.5545 | 24540.4214 | -1167690.9759 | 60115.9869 | 2556432.6137 | -2496316.6268 |
Total P&L (%) | -1143.1506 | 24.5404 | -1167.691 | 60.116 | 2556.4326 | -2496.3166 |
Avg Daily Profit (%) | -0.6122 | 0.0131 | -0.6254 | 0.0252 | 0.1758 | 0 |
Buy And Hold Return (%) | 457.9243 | 457.9243 | 457.9243 | 457.9243 | 457.9243 | 457.9243 |
Max Trade Drawdown | -1290144 | -137988 | -1269094 | -7497654 | -968717 | -7275423 |
Profit Factor | 0.4643 | 1.0671 | 0.3397 | 1.0033 | 1.7931 | 0.8316 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 111 | 50 | 61 | 81 | 46 | 35 |
Losing Trades | 72 | 42 | 30 | 102 | 46 | 56 |
Profitability (%) | 60.6557 | 54.3478 | 67.033 | 44.2623 | 50 | 38.4615 |
Ratio Avg Win / Avg Loss | 0.3012 | 0.8964 | 0.1671 | 1.2635 | 1.7931 | 1.3306 |
Largest Winning Trade | 52906 | 52906 | 38352 | 5387941 | 1085911 | 5387941 |
Largest Losing Trade | -718287 | -34090 | -718287 | -7001145 | -603855 | -7001145 |
Avg Bars in Trades | 58 | 41 | 75 | 58 | 41 | 75 |
Avg Bars in Winners | 44 | 33 | 53 | 59 | 44 | 79 |
Avg Bars in Losers | 79 | 50 | 120 | 57 | 38 | 73 |
Bars Traded | 10676 | 3792 | 6884 | 10676 | 3792 | 6884 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578438 | -489162 | -578603 | -543101 | 359228 | -583909 |
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{ "first_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 165, "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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