Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227850.2403 | -22863.847 | 250714.0873 | 132163.8877 | 41306.6531 | 90857.2345 |
Total P&L (%) | 227.8502 | -22.8638 | 250.7141 | 132.1639 | 41.3067 | 90.8572 |
Avg Daily Profit (%) | 0.1491 | -0.015 | 0.164 | 0.0551 | 0.0226 | 0.0423 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171048 | -92998 | -109277 | -395951 | -94620 | -334114 |
Profit Factor | 1.4637 | 0.9056 | 2.0056 | 1.1448 | 1.1188 | 1.1608 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 56.3107 | 53.8462 | 58.8235 | 56.3107 | 53.8462 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.1356 | 0.7762 | 1.4039 | 0.8882 | 0.959 | 0.8126 |
Largest Winning Trade | 34934 | 30571 | 34934 | 80394 | 80394 | 80117 |
Largest Losing Trade | -50746 | -35555 | -50746 | -118588 | -82300 | -118588 |
Avg Bars in Trades | 27 | 15 | 39 | 27 | 15 | 39 |
Avg Bars in Winners | 22 | 9 | 34 | 22 | 9 | 34 |
Avg Bars in Losers | 34 | 23 | 47 | 34 | 23 | 47 |
Bars Traded | 2855 | 829 | 2026 | 2855 | 829 | 2026 |
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 | 302581 | -760056 | -168897 | -180852 | -435527 | -360640 |
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{ "first_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 97, "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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