Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 617818.7226 | 438970.5934 | 178848.1292 | -828996.7108 | -565568.5445 | -263428.1664 |
Total P&L (%) | 617.8187 | 438.9706 | 178.8481 | -828.9967 | -565.5685 | -263.4282 |
Avg Daily Profit (%) | 0.3281 | 0.2332 | 0.095 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132731 | -37642 | -164588 | -1315572 | -730387 | -905793 |
Profit Factor | 1.8545 | 2.9827 | 1.3565 | 0.7487 | 0.5873 | 0.8634 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 91 | 45 | 46 | 55 | 30 | 25 |
Losing Trades | 53 | 27 | 26 | 89 | 42 | 47 |
Profitability (%) | 63.1944 | 62.5 | 63.8889 | 38.1944 | 41.6667 | 34.7222 |
Ratio Avg Win / Avg Loss | 1.0801 | 1.7896 | 0.7667 | 1.2115 | 0.8222 | 1.6232 |
Largest Winning Trade | 104133 | 104133 | 49983 | 520041 | 119701 | 520041 |
Largest Losing Trade | -111331 | -29347 | -111331 | -264726 | -194237 | -264726 |
Avg Bars in Trades | 50 | 42 | 59 | 50 | 42 | 59 |
Avg Bars in Winners | 45 | 39 | 51 | 55 | 46 | 66 |
Avg Bars in Losers | 59 | 46 | 72 | 47 | 39 | 55 |
Bars Traded | 7309 | 3049 | 4260 | 7309 | 3049 | 4260 |
Profit Streak | 37.69 | 37.69 | 140.19 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542372 | -63413 | -143288 | -583321 | -663476 | -663399 |
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 193, "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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