Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432233.1723 | 185547.4629 | 246685.7094 | 249664.6931 | 197539.9171 | 52124.7761 |
Total P&L (%) | 432.2332 | 185.5475 | 246.6857 | 249.6647 | 197.5399 | 52.1248 |
Avg Daily Profit (%) | 0.2918 | 0.1253 | 0.1665 | 0.0846 | 0.0736 | 0.0283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -202644 | -107816 | -136573 | -221856 | -137212 | -143838 |
Profit Factor | 1.4517 | 1.4417 | 1.4595 | 1.3111 | 1.6142 | 1.1084 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Losing Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Profitability (%) | 55.9829 | 55.5556 | 56.4103 | 55.9829 | 55.5556 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.1414 | 1.1533 | 1.1278 | 1.0309 | 1.2913 | 0.8565 |
Largest Winning Trade | 61625 | 61625 | 49698 | 66391 | 66391 | 54841 |
Largest Losing Trade | -84915 | -23385 | -84915 | -84915 | -53120 | -84915 |
Avg Bars in Trades | 74 | 62 | 87 | 74 | 62 | 87 |
Avg Bars in Winners | 70 | 54 | 85 | 70 | 54 | 85 |
Avg Bars in Losers | 80 | 71 | 90 | 80 | 71 | 90 |
Bars Traded | 17540 | 7259 | 10281 | 17540 | 7259 | 10281 |
Profit Streak | 16.0385 | 38.1219 | 16.0385 | 16.0385 | 38.1219 | 16.0385 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468198 | -22919 | 361838 | -76332 | -90762 | -257532 |
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 101, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 101, "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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