Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 374195.2625 | 127195.7345 | 246999.528 | -18429.8483 | 33050.2563 | -51480.1046 |
Total P&L (%) | 374.1953 | 127.1957 | 246.9995 | -18.4298 | 33.0503 | -51.4801 |
Avg Daily Profit (%) | 0.2256 | 0.0767 | 0.1489 | -0.0123 | 0.0172 | -0.0436 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144353 | -111159 | -151910 | -224862 | -28716 | -231275 |
Profit Factor | 1.5405 | 1.4196 | 1.6347 | 0.9557 | 1.3131 | 0.8342 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 71 | 30 | 41 | 71 | 30 | 41 |
Losing Trades | 45 | 28 | 17 | 45 | 28 | 17 |
Profitability (%) | 61.2069 | 51.7241 | 70.6897 | 61.2069 | 51.7241 | 70.6897 |
Ratio Avg Win / Avg Loss | 0.9764 | 1.3249 | 0.6778 | 0.6057 | 1.2256 | 0.3459 |
Largest Winning Trade | 58046 | 47097 | 58046 | 60623 | 19829 | 60623 |
Largest Losing Trade | -89809 | -36386 | -89809 | -144357 | -13409 | -144357 |
Avg Bars in Trades | 55 | 44 | 65 | 55 | 44 | 65 |
Avg Bars in Winners | 51 | 34 | 63 | 51 | 34 | 63 |
Avg Bars in Losers | 61 | 56 | 70 | 61 | 56 | 70 |
Bars Traded | 6408 | 2595 | 3813 | 6408 | 2595 | 3813 |
Profit Streak | 9.2633 | 9.2633 | 88.5133 | 9.2633 | 9.2633 | 88.5133 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397262 | -268914 | -169870 | -577469 | -351691 | -756702 |
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{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 209, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 209, "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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