Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289773.1861 | 229738.6045 | 60034.5817 | -169142.6851 | 214633.3345 | -383776.0196 |
Total P&L (%) | 289.7732 | 229.7386 | 60.0346 | -169.1427 | 214.6333 | -383.776 |
Avg Daily Profit (%) | 0.1518 | 0.1203 | 0.0314 | 0 | 0.0601 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184865 | -124259 | -189345 | -1097320 | -374584 | -1021398 |
Profit Factor | 1.2635 | 1.4728 | 1.0978 | 0.9493 | 1.1632 | 0.8101 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 132 | 60 | 72 | 71 | 42 | 29 |
Losing Trades | 62 | 37 | 25 | 123 | 55 | 68 |
Profitability (%) | 68.0412 | 61.8557 | 74.2268 | 36.5979 | 43.299 | 29.8969 |
Ratio Avg Win / Avg Loss | 0.5935 | 0.9082 | 0.3812 | 1.6446 | 1.5232 | 1.8995 |
Largest Winning Trade | 40649 | 39738 | 40649 | 504978 | 178288 | 504978 |
Largest Losing Trade | -147124 | -47107 | -147124 | -668474 | -158142 | -668474 |
Avg Bars in Trades | 58 | 57 | 58 | 58 | 57 | 58 |
Avg Bars in Winners | 40 | 41 | 39 | 87 | 81 | 96 |
Avg Bars in Losers | 96 | 84 | 114 | 41 | 39 | 42 |
Bars Traded | 11273 | 5594 | 5679 | 11273 | 5594 | 5679 |
Profit Streak | 38.4854 | 106.8187 | 38.4854 | 0 | 0 | 0 |
Trades During Streak | 5 | 7 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370598 | -30140 | -262025 | -582196 | -155528 | -586527 |
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{ "first_band": { "type": "dcm", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 124, "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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