Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 119198.2083 | 67824.4412 | 51373.7671 | 156548.7564 | 93232.9191 | 63315.8374 |
Total P&L (%) | 119.1982 | 67.8244 | 51.3738 | 156.5488 | 93.2329 | 63.3158 |
Avg Daily Profit (%) | 0.8581 | 0.4883 | 0.3698 | 0.6805 | 0.4753 | 0.3537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42941 | -34783 | -48161 | -51454 | -36854 | -48965 |
Profit Factor | 1.4733 | 1.6065 | 1.3669 | 1.5283 | 1.7686 | 1.3618 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 61.194 | 62.3762 | 60 | 61.194 | 62.3762 | 60 |
Ratio Avg Win / Avg Loss | 0.9343 | 0.969 | 0.9113 | 0.9692 | 1.0668 | 0.9078 |
Largest Winning Trade | 13711 | 13711 | 12838 | 23270 | 18914 | 23270 |
Largest Losing Trade | -27406 | -22637 | -27406 | -33163 | -22712 | -33163 |
Avg Bars in Trades | 64 | 63 | 65 | 64 | 63 | 65 |
Avg Bars in Winners | 58 | 60 | 56 | 58 | 60 | 56 |
Avg Bars in Losers | 73 | 69 | 77 | 73 | 69 | 77 |
Bars Traded | 12910 | 6409 | 6502 | 12910 | 6409 | 6502 |
Profit Streak | 127.2766 | 127.912 | 127.2766 | 127.2766 | 127.912 | 127.2766 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516575 | 385206 | 232246 | 490106 | 457710 | 254824 |
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 210, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 239, "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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