Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 72355.1384 | 8190.2661 | 64164.8723 | 62480.9357 | -3199.8591 | 65680.7948 |
Total P&L (%) | 72.3551 | 8.1903 | 64.1649 | 62.4809 | -3.1999 | 65.6808 |
Avg Daily Profit (%) | 0.2778 | 0.0315 | 0.2464 | 0.1866 | -0.0125 | 0.1941 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -82974 | -48615 | -38744 | -175696 | -112331 | -73711 |
Profit Factor | 1.2405 | 1.0456 | 1.5293 | 1.1107 | 0.9903 | 1.2816 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 137 | 67 | 70 | 137 | 67 | 70 |
Losing Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Profitability (%) | 63.4259 | 62.037 | 64.8148 | 63.4259 | 62.037 | 64.8148 |
Ratio Avg Win / Avg Loss | 0.7153 | 0.6398 | 0.8302 | 0.6405 | 0.606 | 0.6957 |
Largest Winning Trade | 11605 | 11605 | 11297 | 23917 | 22915 | 23917 |
Largest Losing Trade | -23984 | -16541 | -23984 | -62952 | -39847 | -62952 |
Avg Bars in Trades | 114 | 118 | 110 | 114 | 118 | 110 |
Avg Bars in Winners | 74 | 67 | 82 | 74 | 67 | 82 |
Avg Bars in Losers | 183 | 203 | 162 | 183 | 203 | 162 |
Bars Traded | 24777 | 12841 | 11936 | 24777 | 12841 | 11936 |
Profit Streak | 0 | 0 | 5.617 | 0 | 0 | 5.617 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 281359 | -488784 | 334800 | -91903 | -580879 | 267851 |
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{ "first_band": { "type": "dcm", "factors": { "length": 87, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 164, "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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