Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 725574.8613 | 590650.4335 | 134924.4277 | 2052317.3958 | 1649378.1019 | 402939.2938 |
Total P&L (%) | 725.5749 | 590.6504 | 134.9244 | 2052.3174 | 1649.3781 | 402.9393 |
Avg Daily Profit (%) | 0.2901 | 0.2361 | 0.0539 | 0.1228 | 0.1145 | 0.0646 |
Buy And Hold Return (%) | 35.3053 | 35.3053 | 35.3053 | 35.3053 | 35.3053 | 35.3053 |
Max Trade Drawdown | -97324 | -73350 | -100279 | -3949112 | -2424613 | -2827547 |
Profit Factor | 1.4701 | 1.7429 | 1.1803 | 1.0861 | 1.1309 | 1.0359 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 176 | 84 | 92 | 176 | 84 | 92 |
Losing Trades | 209 | 109 | 100 | 209 | 109 | 100 |
Profitability (%) | 45.7143 | 43.5233 | 47.9167 | 45.7143 | 43.5233 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.7458 | 2.2617 | 1.2829 | 1.2898 | 1.4674 | 1.126 |
Largest Winning Trade | 137589 | 137589 | 46616 | 3176440 | 3176440 | 1138553 |
Largest Losing Trade | -48780 | -25086 | -48780 | -1928361 | -1521684 | -1928361 |
Avg Bars in Trades | 38 | 31 | 44 | 38 | 31 | 44 |
Avg Bars in Winners | 45 | 36 | 54 | 45 | 36 | 54 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 14695 | 6154 | 8541 | 14695 | 6154 | 8541 |
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 | 409973 | 345131 | -145827 | -154144 | -118376 | -288094 |
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{ "first_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 22, "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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