Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803856.0354 | 674099.6859 | 129756.3495 | 1697521.415 | 4151148.0352 | -2453626.6202 |
Total P&L (%) | 803.856 | 674.0997 | 129.7563 | 1697.5214 | 4151.148 | -2453.6266 |
Avg Daily Profit (%) | 0.3372 | 0.2828 | 0.0544 | 0.1213 | 0.1574 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174922 | -87095 | -124218 | -5971176 | -3106006 | -5929545 |
Profit Factor | 1.6406 | 2.1879 | 1.1888 | 1.0598 | 1.3487 | 0.8513 |
Total Trades | 209 | 105 | 104 | 209 | 105 | 104 |
Winning Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 50.7177 | 50.4762 | 50.9615 | 50.7177 | 50.4762 | 50.9615 |
Ratio Avg Win / Avg Loss | 1.5941 | 2.1466 | 1.1439 | 1.0298 | 1.3232 | 0.8192 |
Largest Winning Trade | 140462 | 140462 | 72061 | 2288311 | 2288311 | 1803378 |
Largest Losing Trade | -54490 | -37167 | -54490 | -3498037 | -1299731 | -3498037 |
Avg Bars in Trades | 67 | 48 | 85 | 67 | 48 | 85 |
Avg Bars in Winners | 74 | 49 | 100 | 74 | 49 | 100 |
Avg Bars in Losers | 59 | 48 | 70 | 59 | 48 | 70 |
Bars Traded | 14057 | 5136 | 8922 | 14057 | 5136 | 8922 |
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 | 486149 | 457029 | -133282 | -184307 | 282319 | -580930 |
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{ "first_band": { "type": "dcm", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 144, "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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