Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82395.5342 | 173661.2801 | -91265.7459 | -158348.7615 | 3682488.3143 | -3840837.0758 |
Total P&L (%) | 82.3955 | 173.6613 | -91.2657 | -158.3488 | 3682.4883 | -3840.8371 |
Avg Daily Profit (%) | 0.0417 | 0.0878 | -0.0462 | 0 | 0.1839 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -472116 | -154140 | -371975 | -6527077 | -151594 | -6717287 |
Profit Factor | 1.1082 | 1.8942 | 0.8391 | 0.9785 | 13.3957 | 0.4559 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 42 | 21 | 21 | 46 | 24 | 22 |
Losing Trades | 28 | 14 | 14 | 24 | 11 | 13 |
Profitability (%) | 60 | 60 | 60 | 65.7143 | 68.5714 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.7388 | 1.2628 | 0.5594 | 0.5105 | 6.1397 | 0.2694 |
Largest Winning Trade | 73800 | 73800 | 46279 | 811602 | 746462 | 811602 |
Largest Losing Trade | -173989 | -43085 | -173989 | -3557702 | -141896 | -3557702 |
Avg Bars in Trades | 80 | 45 | 115 | 80 | 45 | 115 |
Avg Bars in Winners | 65 | 45 | 86 | 82 | 49 | 118 |
Avg Bars in Losers | 102 | 45 | 159 | 75 | 35 | 109 |
Bars Traded | 5626 | 1591 | 4035 | 5626 | 1591 | 4035 |
Profit Streak | 514.7226 | 0 | 538.0559 | 0 | 603.0559 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -337015 | -71913 | -578907 | -677240 | 698750 | -579121 |
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 232, "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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