Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217627.0478 | 117153.2798 | 100473.768 | 190942.8058 | 76279.7672 | 114663.0386 |
Total P&L (%) | 217.627 | 117.1533 | 100.4738 | 190.9428 | 76.2798 | 114.663 |
Avg Daily Profit (%) | 0.2089 | 0.1125 | 0.0965 | 0.1026 | 0.0544 | 0.0734 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107060 | -85881 | -60602 | -335734 | -216266 | -215859 |
Profit Factor | 1.3254 | 1.3458 | 1.3046 | 1.1206 | 1.0907 | 1.1543 |
Total Trades | 300 | 150 | 150 | 300 | 150 | 150 |
Winning Trades | 133 | 64 | 69 | 133 | 64 | 69 |
Losing Trades | 167 | 86 | 81 | 167 | 86 | 81 |
Profitability (%) | 44.3333 | 42.6667 | 46 | 44.3333 | 42.6667 | 46 |
Ratio Avg Win / Avg Loss | 1.6643 | 1.8084 | 1.5315 | 1.407 | 1.4657 | 1.355 |
Largest Winning Trade | 65612 | 65612 | 32800 | 94949 | 90772 | 94949 |
Largest Losing Trade | -19726 | -17845 | -19726 | -78961 | -62897 | -78961 |
Avg Bars in Trades | 81 | 82 | 80 | 81 | 82 | 80 |
Avg Bars in Winners | 98 | 93 | 102 | 98 | 93 | 102 |
Avg Bars in Losers | 67 | 74 | 60 | 67 | 74 | 60 |
Bars Traded | 24353 | 12347 | 12006 | 24353 | 12347 | 12006 |
Profit Streak | 22.3885 | 25.5135 | 0 | 22.3885 | 25.5135 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322603 | -43454 | -64301 | -144044 | -243027 | -147123 |
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{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 70 } }, "second_band": { "type": "swma", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 125, "offset": 70 } }, "second_band": { "type": "swma", "factors": { "length": 183, "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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