Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -223154.7094 | 207833.1743 | -430987.8836 | 13588820.4656 | 1853440.5242 | 11735379.9414 |
Total P&L (%) | -223.1547 | 207.8332 | -430.9879 | 13588.8205 | 1853.4405 | 11735.3799 |
Avg Daily Profit (%) | -0.0889 | 0.0828 | -0.1717 | 0.1962 | 0.1185 | 0.1904 |
Buy And Hold Return (%) | 366.038 | 366.038 | 366.038 | 366.038 | 366.038 | 366.038 |
Max Trade Drawdown | -469919 | -78794 | -547620 | -5564248 | -3459560 | -4893827 |
Profit Factor | 0.7574 | 2.171 | 0.4193 | 2.1788 | 1.3257 | 3.0108 |
Total Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Winning Trades | 35 | 16 | 19 | 25 | 14 | 11 |
Losing Trades | 22 | 12 | 10 | 32 | 14 | 18 |
Profitability (%) | 61.4035 | 57.1429 | 65.5172 | 43.8596 | 50 | 37.931 |
Ratio Avg Win / Avg Loss | 0.4761 | 1.6283 | 0.2207 | 2.7889 | 1.3257 | 4.9268 |
Largest Winning Trade | 75811 | 75811 | 37839 | 13504657 | 4104051 | 13504657 |
Largest Losing Trade | -396188 | -42443 | -396188 | -1339611 | -996337 | -1339611 |
Avg Bars in Trades | 82 | 84 | 81 | 82 | 84 | 81 |
Avg Bars in Winners | 63 | 47 | 76 | 88 | 94 | 80 |
Avg Bars in Losers | 114 | 133 | 91 | 78 | 74 | 82 |
Bars Traded | 4722 | 2354 | 2368 | 4722 | 2354 | 2368 |
Profit Streak | 0 | 149.3131 | 0 | 0 | 149.3131 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -758799 | -263606 | -578821 | -169737 | -55942 | 322479 |
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{ "first_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 191, "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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