Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 636260.4375 | 607002.2891 | 29258.1484 | -231966.3288 | 1505431.6547 | -1737397.9834 |
Total P&L (%) | 636.2604 | 607.0023 | 29.2581 | -231.9663 | 1505.4317 | -1737.398 |
Avg Daily Profit (%) | 0.292 | 0.2785 | 0.0134 | 0 | 0.1275 | 0 |
Buy And Hold Return (%) | 316.0732 | 316.0732 | 316.0732 | 316.0732 | 316.0732 | 316.0732 |
Max Trade Drawdown | -125303 | -76901 | -114994 | -2607776 | -339285 | -2457697 |
Profit Factor | 2.0517 | 3.8032 | 1.0753 | 0.9375 | 2.924 | 0.4073 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 36 | 17 | 19 | 38 | 22 | 16 |
Losing Trades | 30 | 16 | 14 | 28 | 11 | 17 |
Profitability (%) | 54.5455 | 51.5152 | 57.5758 | 57.5758 | 66.6667 | 48.4848 |
Ratio Avg Win / Avg Loss | 1.7098 | 3.5795 | 0.7923 | 0.6908 | 1.462 | 0.4328 |
Largest Winning Trade | 226502 | 226502 | 76792 | 1031938 | 1031938 | 504648 |
Largest Losing Trade | -113590 | -34757 | -113590 | -2014372 | -339285 | -2014372 |
Avg Bars in Trades | 93 | 76 | 110 | 93 | 76 | 110 |
Avg Bars in Winners | 121 | 77 | 159 | 98 | 83 | 120 |
Avg Bars in Losers | 60 | 75 | 44 | 86 | 63 | 101 |
Bars Traded | 6183 | 2527 | 3656 | 6183 | 2527 | 3656 |
Profit Streak | 50.5369 | 0 | 88.8703 | 0 | 605.5369 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -121424 | 301629 | -478100 | -708295 | -15964 | -581392 |
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{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 43, "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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