Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449543.1127 | 374270.266 | 75272.8468 | -1138128.7633 | -1370890.8351 | 232762.0718 |
Total P&L (%) | 449.5431 | 374.2703 | 75.2728 | -1138.1288 | -1370.8908 | 232.7621 |
Avg Daily Profit (%) | 0.2387 | 0.1988 | 0.04 | 0 | 0 | 0.0639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142444 | -56866 | -154455 | -2483952 | -1596102 | -1078672 |
Profit Factor | 1.9307 | 3.2663 | 1.2368 | 0.7457 | 0.4419 | 1.1152 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 19 | 19 | 22 | 13 | 9 |
Losing Trades | 20 | 10 | 10 | 36 | 16 | 20 |
Profitability (%) | 65.5172 | 65.5172 | 65.5172 | 37.931 | 44.8276 | 31.0345 |
Ratio Avg Win / Avg Loss | 1.0162 | 1.7191 | 0.651 | 1.2203 | 0.5439 | 2.4783 |
Largest Winning Trade | 103313 | 103313 | 69481 | 1850543 | 330166 | 1850543 |
Largest Losing Trade | -142444 | -38848 | -142444 | -801597 | -801597 | -540357 |
Avg Bars in Trades | 60 | 49 | 72 | 60 | 49 | 72 |
Avg Bars in Winners | 45 | 36 | 54 | 71 | 60 | 87 |
Avg Bars in Losers | 89 | 73 | 105 | 53 | 39 | 65 |
Bars Traded | 3520 | 1422 | 2098 | 3520 | 1422 | 2098 |
Profit Streak | 55.4736 | 0 | 368.4736 | 0 | 77.4736 | 0 |
Trades During Streak | 1 | 0 | 8 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166418 | 569192 | -138079 | -763582 | -582286 | -207731 |
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{ "first_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 185, "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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