Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -125938.7907 | 188890.3685 | -314829.1592 | 3361415.9394 | 1292239.7884 | 2069176.151 |
Total P&L (%) | -125.9388 | 188.8904 | -314.8292 | 3361.4159 | 1292.2398 | 2069.1762 |
Avg Daily Profit (%) | -0.0605 | 0.0907 | -0.1511 | 0.1703 | 0.1265 | 0.1478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -701198 | -68126 | -640594 | -516963 | -762243 | -529420 |
Profit Factor | 0.896 | 1.5222 | 0.6294 | 1.7249 | 1.5527 | 1.9 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 102 | 45 | 57 | 104 | 48 | 56 |
Losing Trades | 46 | 29 | 17 | 44 | 26 | 18 |
Profitability (%) | 68.9189 | 60.8108 | 77.027 | 70.2703 | 64.8649 | 75.6757 |
Ratio Avg Win / Avg Loss | 0.4041 | 0.981 | 0.1877 | 0.7298 | 0.8411 | 0.6107 |
Largest Winning Trade | 79948 | 79948 | 28735 | 317284 | 317284 | 276861 |
Largest Losing Trade | -540880 | -46092 | -540880 | -516963 | -382679 | -516963 |
Avg Bars in Trades | 161 | 169 | 153 | 161 | 169 | 153 |
Avg Bars in Winners | 115 | 119 | 111 | 125 | 132 | 119 |
Avg Bars in Losers | 262 | 245 | 291 | 246 | 237 | 259 |
Bars Traded | 23857 | 12527 | 11330 | 23857 | 12527 | 11330 |
Profit Streak | 102.5372 | 102.5372 | 106.4539 | 102.5372 | 102.5372 | 106.4539 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576578 | -134358 | -640100 | 455401 | -85470 | -53988 |
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{ "first_band": { "type": "dcm", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 67, "offset": 213 } } }
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# | 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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