Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82431.9772 | 15100.0798 | 67331.8974 | 92272.2986 | 11433.3157 | 80838.983 |
Total P&L (%) | 82.432 | 15.1001 | 67.3319 | 92.2723 | 11.4333 | 80.839 |
Avg Daily Profit (%) | 0.3165 | 0.058 | 0.2586 | 0.2513 | 0.0416 | 0.2278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31812 | -28240 | -19523 | -50499 | -33106 | -27632 |
Profit Factor | 1.3834 | 1.1225 | 1.7335 | 1.2851 | 1.0623 | 1.5771 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 60.5839 | 57.3529 | 63.7681 | 60.5839 | 57.3529 | 63.7681 |
Ratio Avg Win / Avg Loss | 0.9 | 0.8347 | 0.9849 | 0.8361 | 0.7899 | 0.8961 |
Largest Winning Trade | 10928 | 10928 | 10260 | 19587 | 13067 | 19587 |
Largest Losing Trade | -17073 | -16810 | -17073 | -23301 | -20008 | -23301 |
Avg Bars in Trades | 178 | 184 | 171 | 178 | 184 | 171 |
Avg Bars in Winners | 114 | 113 | 116 | 114 | 113 | 116 |
Avg Bars in Losers | 275 | 280 | 270 | 275 | 280 | 270 |
Bars Traded | 24407 | 12546 | 11861 | 24407 | 12546 | 11861 |
Profit Streak | 6.1972 | 8.968 | 6.1972 | 6.1972 | 8.968 | 6.1972 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325819 | -322000 | -92144 | 284142 | -521191 | -92627 |
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 242, "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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