Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315319.1254 | 389814.5298 | -74495.4043 | -240855.3079 | 161892.0052 | -402747.3131 |
Total P&L (%) | 315.3191 | 389.8145 | -74.4954 | -240.8553 | 161.892 | -402.7473 |
Avg Daily Profit (%) | 0.2233 | 0.2761 | -0.0528 | 0 | 0.0682 | 0 |
Buy And Hold Return (%) | 51.2599 | 51.2599 | 51.2599 | 51.2599 | 51.2599 | 51.2599 |
Max Trade Drawdown | -204092 | -42242 | -241409 | -576487 | -107719 | -468768 |
Profit Factor | 1.4164 | 3.2014 | 0.8716 | 0.8107 | 1.4432 | 0.556 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 60 | 32 | 28 | 50 | 27 | 23 |
Losing Trades | 30 | 13 | 17 | 40 | 18 | 22 |
Profitability (%) | 66.6667 | 71.1111 | 62.2222 | 55.5556 | 60 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.7082 | 1.3005 | 0.5292 | 0.6486 | 0.9621 | 0.5318 |
Largest Winning Trade | 70109 | 70109 | 46240 | 117827 | 117827 | 61006 |
Largest Losing Trade | -175828 | -39802 | -175828 | -238553 | -91264 | -238553 |
Avg Bars in Trades | 59 | 34 | 84 | 59 | 34 | 84 |
Avg Bars in Winners | 49 | 32 | 69 | 53 | 34 | 76 |
Avg Bars in Losers | 79 | 40 | 108 | 67 | 35 | 93 |
Bars Traded | 5359 | 1557 | 3802 | 5359 | 1557 | 3802 |
Profit Streak | 570.112 | 627.862 | 570.112 | 0 | 0 | 0 |
Trades During Streak | 10 | 6 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378481 | 628673 | -577760 | -579817 | -104178 | -580567 |
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{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 147, "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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