Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883885.4053 | 835384.529 | 48500.8763 | 181076.7442 | -119225.7146 | 300302.4588 |
Total P&L (%) | 883.8854 | 835.3845 | 48.5009 | 181.0767 | -119.2257 | 300.3025 |
Avg Daily Profit (%) | 0.4784 | 0.4521 | 0.0263 | 0.0559 | 0 | 0.0751 |
Buy And Hold Return (%) | 82.1918 | 82.1918 | 82.1918 | 82.1918 | 82.1918 | 82.1918 |
Max Trade Drawdown | -172178 | -144619 | -82079 | -3197089 | -2329620 | -1284692 |
Profit Factor | 2.9623 | 4.9393 | 1.2035 | 1.029 | 0.9633 | 1.1006 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 43.8596 | 34.4828 | 53.5714 | 43.8596 | 34.4828 | 53.5714 |
Ratio Avg Win / Avg Loss | 3.7917 | 9.3847 | 1.043 | 1.3172 | 1.8303 | 0.9538 |
Largest Winning Trade | 843502 | 843502 | 60735 | 1069716 | 843502 | 1069716 |
Largest Losing Trade | -57507 | -24449 | -57507 | -622825 | -586238 | -622825 |
Avg Bars in Trades | 181 | 143 | 221 | 181 | 143 | 221 |
Avg Bars in Winners | 219 | 198 | 233 | 219 | 198 | 233 |
Avg Bars in Losers | 152 | 114 | 207 | 152 | 114 | 207 |
Bars Traded | 10358 | 4156 | 6202 | 10358 | 4156 | 6202 |
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 | -165813 | 426729 | -344682 | -494207 | -584089 | -227364 |
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{ "first_band": { "type": "dcm", "factors": { "length": 200, "offset": 157 } }, "second_band": { "type": "pwma", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 200, "offset": 157 } }, "second_band": { "type": "pwma", "factors": { "length": 232, "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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