Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 170249.6302 | 57050.6861 | 113198.9441 | -241031.5301 | -101870.8338 | -139160.6964 |
Total P&L (%) | 170.2496 | 57.0507 | 113.1989 | -241.0315 | -101.8708 | -139.1607 |
Avg Daily Profit (%) | 0.1532 | 0.0513 | 0.1019 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -241650 | -115829 | -164894 | -612224 | -242795 | -485664 |
Profit Factor | 1.4121 | 1.2783 | 1.544 | 0.7435 | 0.7385 | 0.7471 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 82 | 34 | 48 | 60 | 30 | 30 |
Losing Trades | 50 | 32 | 18 | 72 | 36 | 36 |
Profitability (%) | 62.1212 | 51.5152 | 72.7273 | 45.4545 | 45.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.8611 | 1.2031 | 0.579 | 0.8922 | 0.8861 | 0.8965 |
Largest Winning Trade | 33035 | 31809 | 33035 | 70807 | 70807 | 57985 |
Largest Losing Trade | -114408 | -24898 | -114408 | -382173 | -105317 | -382173 |
Avg Bars in Trades | 99 | 105 | 92 | 99 | 105 | 92 |
Avg Bars in Winners | 87 | 92 | 83 | 91 | 72 | 109 |
Avg Bars in Losers | 118 | 118 | 118 | 105 | 132 | 78 |
Bars Traded | 13079 | 6961 | 6118 | 13079 | 6961 | 6118 |
Profit Streak | 32.5762 | 38.2429 | 32.5762 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350870 | -248265 | -177323 | -582195 | -707003 | -707003 |
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{ "first_band": { "type": "dcm", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 214, "offset": 0 } } }
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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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