Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709876.0927 | 614921.7109 | 94954.3818 | 2018481.4362 | 1860869.6586 | 157611.7776 |
Total P&L (%) | 709.8761 | 614.9217 | 94.9544 | 2018.4814 | 1860.8697 | 157.6118 |
Avg Daily Profit (%) | 0.386 | 0.3343 | 0.0516 | 0.1662 | 0.1619 | 0.0515 |
Buy And Hold Return (%) | 166.091 | 166.091 | 166.091 | 166.091 | 166.091 | 166.091 |
Max Trade Drawdown | -66361 | -42109 | -63994 | -889245 | -361425 | -595100 |
Profit Factor | 2.4681 | 4.0342 | 1.3381 | 1.7134 | 2.5377 | 1.0973 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 53.7634 | 53.1915 | 54.3478 | 53.7634 | 53.1915 | 54.3478 |
Ratio Avg Win / Avg Loss | 2.1226 | 3.5501 | 1.124 | 1.4735 | 2.2331 | 0.9218 |
Largest Winning Trade | 378698 | 378698 | 58253 | 614434 | 614434 | 436351 |
Largest Losing Trade | -54948 | -25409 | -54948 | -585533 | -361425 | -585533 |
Avg Bars in Trades | 112 | 108 | 117 | 112 | 108 | 117 |
Avg Bars in Winners | 143 | 126 | 159 | 143 | 126 | 159 |
Avg Bars in Losers | 77 | 87 | 67 | 77 | 87 | 67 |
Bars Traded | 10491 | 5079 | 5412 | 10491 | 5079 | 5412 |
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 | 471172 | 514107 | -288791 | 382334 | 469623 | -404440 |
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{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 148 } }, "second_band": { "type": "pwma", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 85, "offset": 148 } }, "second_band": { "type": "pwma", "factors": { "length": 129, "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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