Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216801.4761 | 313046.7566 | -96245.2805 | -222666.0192 | -78680.656 | -143985.3632 |
Total P&L (%) | 216.8015 | 313.0468 | -96.2453 | -222.666 | -78.6807 | -143.9854 |
Avg Daily Profit (%) | 0.1147 | 0.1656 | -0.0509 | 0 | -0.0817 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -296107 | -64475 | -313756 | -298861 | -108889 | -252549 |
Profit Factor | 1.1514 | 1.7074 | 0.9027 | 0.7747 | 0.7717 | 0.7763 |
Total Trades | 310 | 155 | 155 | 310 | 155 | 155 |
Winning Trades | 173 | 81 | 92 | 135 | 77 | 58 |
Losing Trades | 137 | 74 | 63 | 175 | 78 | 97 |
Profitability (%) | 55.8065 | 52.2581 | 59.3548 | 43.5484 | 49.6774 | 37.4194 |
Ratio Avg Win / Avg Loss | 0.9118 | 1.5599 | 0.6182 | 1.0042 | 0.7817 | 1.2982 |
Largest Winning Trade | 61077 | 58389 | 61077 | 74582 | 20774 | 74582 |
Largest Losing Trade | -201567 | -28052 | -201567 | -58319 | -29787 | -58319 |
Avg Bars in Trades | 71 | 48 | 93 | 71 | 48 | 93 |
Avg Bars in Winners | 69 | 46 | 88 | 72 | 48 | 103 |
Avg Bars in Losers | 73 | 50 | 99 | 69 | 48 | 87 |
Bars Traded | 22020 | 7550 | 14470 | 22020 | 7550 | 14470 |
Profit Streak | 0 | 46.218 | 0 | 0.218 | 0 | 11.0513 |
Trades During Streak | 0 | 2 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93162 | 435601 | -579308 | -583722 | -580646 | -583106 |
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{ "first_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 231, "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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