Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1668977.4857 | 1648557.3308 | 20420.155 | 1419679.3463 | 1649198.6373 | -229519.2909 |
Total P&L (%) | 1668.9775 | 1648.5573 | 20.4202 | 1419.6793 | 1649.1986 | -229.5193 |
Avg Daily Profit (%) | 0.9199 | 0.9087 | 0.0113 | 0.1501 | 0.1579 | 0 |
Buy And Hold Return (%) | 593.0246 | 593.0246 | 593.0246 | 593.0246 | 593.0246 | 593.0246 |
Max Trade Drawdown | -164319 | -122816 | -74333 | -3931348 | -2808508 | -2129953 |
Profit Factor | 2.792 | 4.6305 | 1.0428 | 1.1012 | 1.2398 | 0.9679 |
Total Trades | 235 | 117 | 118 | 235 | 117 | 118 |
Winning Trades | 86 | 38 | 48 | 86 | 38 | 48 |
Losing Trades | 149 | 79 | 70 | 149 | 79 | 70 |
Profitability (%) | 36.5957 | 32.4786 | 40.678 | 36.5957 | 32.4786 | 40.678 |
Ratio Avg Win / Avg Loss | 4.8373 | 9.6265 | 1.5207 | 1.9079 | 2.5775 | 1.4115 |
Largest Winning Trade | 1325781 | 1325781 | 76001 | 2110289 | 2110289 | 1046692 |
Largest Losing Trade | -37189 | -37189 | -28370 | -743424 | -743424 | -700375 |
Avg Bars in Trades | 91 | 81 | 101 | 91 | 81 | 101 |
Avg Bars in Winners | 169 | 163 | 173 | 169 | 163 | 173 |
Avg Bars in Losers | 46 | 42 | 51 | 46 | 42 | 51 |
Bars Traded | 21491 | 9548 | 11943 | 21491 | 9548 | 11943 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408222 | 375135 | -519794 | -108720 | -1858 | -582977 |
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 17, "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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