Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 425875.4091 | 367013.5885 | 58861.8206 | 198622.0338 | 2113800.6331 | -1915178.5994 |
Total P&L (%) | 425.8754 | 367.0136 | 58.8618 | 198.622 | 2113.8006 | -1915.1786 |
Avg Daily Profit (%) | 0.249 | 0.2146 | 0.0344 | 0.064 | 0.1812 | 0 |
Buy And Hold Return (%) | 126.6844 | 126.6844 | 126.6844 | 126.6844 | 126.6844 | 126.6844 |
Max Trade Drawdown | -156858 | -50584 | -153110 | -2225977 | -538053 | -2487136 |
Profit Factor | 1.5103 | 2.2335 | 1.1096 | 1.0216 | 1.7534 | 0.6994 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 60.166 | 60 | 60.3306 | 60.166 | 60 | 60.3306 |
Ratio Avg Win / Avg Loss | 0.9999 | 1.489 | 0.7296 | 0.6764 | 1.169 | 0.4599 |
Largest Winning Trade | 45693 | 45693 | 44067 | 380842 | 380842 | 283798 |
Largest Losing Trade | -85891 | -50584 | -85891 | -1817951 | -359132 | -1817951 |
Avg Bars in Trades | 84 | 61 | 106 | 84 | 61 | 106 |
Avg Bars in Winners | 78 | 50 | 105 | 78 | 50 | 105 |
Avg Bars in Losers | 93 | 78 | 107 | 93 | 78 | 107 |
Bars Traded | 20281 | 7411 | 12870 | 20281 | 7411 | 12870 |
Profit Streak | 0 | 42.1921 | 0 | 0 | 42.1921 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 271121 | 334603 | -413226 | -313075 | 421292 | -579671 |
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{ "first_band": { "type": "dcm", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 228, "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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