Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 723196.4394 | 637336.7439 | 85859.6955 | 2827813.7186 | 2945769.5058 | -117955.7872 |
Total P&L (%) | 723.1964 | 637.3367 | 85.8597 | 2827.8137 | 2945.7695 | -117.9558 |
Avg Daily Profit (%) | 0.6943 | 0.6118 | 0.0824 | 0.3247 | 0.3285 | 0 |
Buy And Hold Return (%) | 400.3057 | 400.3057 | 400.3057 | 400.3057 | 400.3057 | 400.3057 |
Max Trade Drawdown | -78139 | -62433 | -47171 | -2339797 | -1550593 | -1267777 |
Profit Factor | 3.2153 | 4.9433 | 1.5209 | 1.5565 | 2.0888 | 0.9504 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 48.9209 | 44.2857 | 53.6232 | 48.9209 | 44.2857 | 53.6232 |
Ratio Avg Win / Avg Loss | 3.3571 | 6.219 | 1.3154 | 1.6251 | 2.6278 | 0.8219 |
Largest Winning Trade | 472548 | 472548 | 34673 | 3254159 | 3254159 | 409173 |
Largest Losing Trade | -23201 | -18574 | -23201 | -663648 | -457330 | -663648 |
Avg Bars in Trades | 170 | 150 | 190 | 170 | 150 | 190 |
Avg Bars in Winners | 247 | 226 | 265 | 247 | 226 | 265 |
Avg Bars in Losers | 96 | 89 | 105 | 96 | 89 | 105 |
Bars Traded | 23697 | 10522 | 13176 | 23697 | 10522 | 13176 |
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 | 366408 | -86977 | -348460 | 425312 | -83572 | -681988 |
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 184 } }, "second_band": { "type": "pwma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 184 } }, "second_band": { "type": "pwma", "factors": { "length": 56, "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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