Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602895.79 | 646671.4283 | -43775.6383 | 16323.3798 | 276903.1606 | -260579.7809 |
Total P&L (%) | 602.8958 | 646.6714 | -43.7756 | 16.3234 | 276.9032 | -260.5798 |
Avg Daily Profit (%) | 0.328 | 0.3518 | -0.0238 | 0.0082 | 0.0722 | 0 |
Buy And Hold Return (%) | 127.1795 | 127.1795 | 127.1795 | 127.1795 | 127.1795 | 127.1795 |
Max Trade Drawdown | -144882 | -112539 | -90650 | -494182 | -278537 | -275969 |
Profit Factor | 1.8834 | 3.0044 | 0.8783 | 1.0116 | 1.4227 | 0.6512 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Profitability (%) | 43.5897 | 44.0678 | 43.1034 | 43.5897 | 44.0678 | 43.1034 |
Ratio Avg Win / Avg Loss | 2.4374 | 3.8132 | 1.1594 | 1.3092 | 1.8057 | 0.8595 |
Largest Winning Trade | 631363 | 631363 | 46289 | 496986 | 496986 | 73554 |
Largest Losing Trade | -39239 | -29703 | -39239 | -185846 | -115800 | -185846 |
Avg Bars in Trades | 179 | 176 | 182 | 179 | 176 | 182 |
Avg Bars in Winners | 270 | 259 | 281 | 270 | 259 | 281 |
Avg Bars in Losers | 108 | 110 | 107 | 108 | 110 | 107 |
Bars Traded | 20978 | 10394 | 10584 | 20978 | 10394 | 10584 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322593 | -165190 | -761848 | -557518 | -279270 | -763515 |
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{ "first_band": { "type": "dcm", "factors": { "length": 70, "offset": 226 } }, "second_band": { "type": "wma", "factors": { "length": 183, "offset": 0 } } }
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# | 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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