Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375719.0322 | 511338.5825 | -135619.5504 | -19258.8621 | -6748637.0674 | 6729378.2053 |
Total P&L (%) | 375.719 | 511.3386 | -135.6196 | -19.2589 | -6748.6371 | 6729.3782 |
Avg Daily Profit (%) | 0.1664 | 0.2265 | -0.0601 | -0.0095 | 0 | 0.1873 |
Buy And Hold Return (%) | 327.2554 | 327.2554 | 327.2554 | 327.2554 | 327.2554 | 327.2554 |
Max Trade Drawdown | -215377 | -46918 | -270069 | -13451155 | -7275007 | -6852073 |
Profit Factor | 1.4563 | 3.5883 | 0.7833 | 0.9992 | 0.4386 | 1.5674 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 54 | 28 | 26 | 46 | 23 | 23 |
Losing Trades | 32 | 15 | 17 | 40 | 20 | 20 |
Profitability (%) | 62.7907 | 65.1163 | 60.4651 | 53.4884 | 53.4884 | 53.4884 |
Ratio Avg Win / Avg Loss | 0.863 | 1.9223 | 0.5122 | 0.8689 | 0.3814 | 1.363 |
Largest Winning Trade | 89844 | 89844 | 51863 | 13060764 | 2481041 | 13060764 |
Largest Losing Trade | -212493 | -27977 | -212493 | -3986596 | -3986596 | -2614029 |
Avg Bars in Trades | 68 | 43 | 93 | 68 | 43 | 93 |
Avg Bars in Winners | 69 | 33 | 106 | 58 | 43 | 73 |
Avg Bars in Losers | 68 | 62 | 73 | 80 | 44 | 117 |
Bars Traded | 5910 | 1882 | 4028 | 5910 | 1882 | 4028 |
Profit Streak | 38.3485 | 0 | 65.0151 | 38.3485 | 0 | 65.0151 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110287 | 260245 | -578811 | -579550 | -580274 | 385532 |
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{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 73, "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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