Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69112.3172 | 8133.3382 | 60978.979 | 62219.9483 | 901.2153 | 61318.733 |
Total P&L (%) | 69.1123 | 8.1333 | 60.979 | 62.2199 | 0.9012 | 61.3187 |
Avg Daily Profit (%) | 0.2654 | 0.0312 | 0.2342 | 0.1859 | 0.0034 | 0.1838 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42399 | -40960 | -26114 | -81763 | -57485 | -49419 |
Profit Factor | 1.2644 | 1.0491 | 1.6373 | 1.1507 | 1.0036 | 1.3761 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 128 | 62 | 66 | 128 | 62 | 66 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 61.8357 | 60.1942 | 63.4615 | 61.8357 | 60.1942 | 63.4615 |
Ratio Avg Win / Avg Loss | 0.7804 | 0.6937 | 0.9427 | 0.7102 | 0.6637 | 0.7923 |
Largest Winning Trade | 12472 | 9761 | 12472 | 20937 | 13657 | 20937 |
Largest Losing Trade | -29649 | -29649 | -14602 | -30390 | -29403 | -30390 |
Avg Bars in Trades | 116 | 125 | 107 | 116 | 125 | 107 |
Avg Bars in Winners | 81 | 78 | 85 | 81 | 78 | 85 |
Avg Bars in Losers | 173 | 197 | 147 | 173 | 197 | 147 |
Bars Traded | 24168 | 12938 | 11230 | 24168 | 12938 | 11230 |
Profit Streak | 7.8846 | 9.5409 | 7.8846 | 7.8846 | 9.5409 | 7.8846 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312361 | -484402 | 301762 | -47132 | -571463 | 235228 |
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 199, "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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