Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 288263.9235 | 174360.6363 | 113903.2872 | -36347.6927 | 101095.3263 | -137443.0189 |
Total P&L (%) | 288.2639 | 174.3606 | 113.9033 | -36.3477 | 101.0953 | -137.443 |
Avg Daily Profit (%) | 0.1541 | 0.0932 | 0.0609 | -0.0241 | 0.0373 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137633 | -88215 | -86071 | -398305 | -288432 | -361817 |
Profit Factor | 1.3321 | 1.4736 | 1.2279 | 0.9797 | 1.1432 | 0.8731 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 127 | 61 | 66 | 127 | 61 | 66 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 56.1947 | 53.9823 | 58.4071 | 56.1947 | 53.9823 | 58.4071 |
Ratio Avg Win / Avg Loss | 1.0384 | 1.2562 | 0.8744 | 0.7637 | 0.9745 | 0.6217 |
Largest Winning Trade | 46439 | 46439 | 35233 | 99663 | 92050 | 99663 |
Largest Losing Trade | -82343 | -48082 | -82343 | -262076 | -153655 | -262076 |
Avg Bars in Trades | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Winners | 42 | 32 | 52 | 42 | 32 | 52 |
Avg Bars in Losers | 55 | 56 | 54 | 55 | 56 | 54 |
Bars Traded | 10954 | 4909 | 6045 | 10954 | 4909 | 6045 |
Profit Streak | 34.9684 | 49.1351 | 34.9684 | 34.9684 | 49.1351 | 34.9684 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377502 | -66591 | -112287 | -577800 | -206855 | -579399 |
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 143, "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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