Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312628.8427 | 106623.1673 | 206005.6754 | 391540.1565 | 83328.1882 | 308211.9683 |
Total P&L (%) | 312.6288 | 106.6232 | 206.0057 | 391.5402 | 83.3282 | 308.212 |
Avg Daily Profit (%) | 0.3073 | 0.1048 | 0.2025 | 0.1566 | 0.0596 | 0.1383 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76968 | -77947 | -79085 | -318670 | -320222 | -216788 |
Profit Factor | 2.0481 | 1.5701 | 2.8516 | 1.4964 | 1.1691 | 2.0409 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 15 | 9 | 6 | 15 | 9 | 6 |
Profitability (%) | 75 | 70 | 80 | 75 | 70 | 80 |
Ratio Avg Win / Avg Loss | 0.6827 | 0.6729 | 0.7129 | 0.4988 | 0.5011 | 0.5102 |
Largest Winning Trade | 41614 | 41614 | 28591 | 95872 | 95872 | 84551 |
Largest Losing Trade | -73235 | -49444 | -73235 | -249166 | -249166 | -200458 |
Avg Bars in Trades | 62 | 74 | 51 | 62 | 74 | 51 |
Avg Bars in Winners | 34 | 36 | 33 | 34 | 36 | 33 |
Avg Bars in Losers | 146 | 161 | 122 | 146 | 161 | 122 |
Bars Traded | 3762 | 2222 | 1540 | 3762 | 2222 | 1540 |
Profit Streak | 31.6542 | 84.6542 | 31.6542 | 31.6542 | 84.6542 | 31.6542 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -159607 | -49110 | 528832 | -162393 | -145613 | -2872 |
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{ "first_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 165, "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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