Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 357185.704 | 239967.8145 | 117217.8895 | 1238828.8252 | 720925.9592 | 517902.866 |
Total P&L (%) | 357.1857 | 239.9678 | 117.2179 | 1238.8288 | 720.926 | 517.9029 |
Avg Daily Profit (%) | 0.1981 | 0.1331 | 0.065 | 0.144 | 0.1168 | 0.101 |
Buy And Hold Return (%) | 49.2519 | 49.2519 | 49.2519 | 49.2519 | 49.2519 | 49.2519 |
Max Trade Drawdown | -66270 | -16940 | -95689 | -340009 | -131393 | -266835 |
Profit Factor | 2.1892 | 4.1826 | 1.5211 | 1.9888 | 2.957 | 1.5856 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 62 | 33 | 29 | 62 | 33 | 29 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 67.3913 | 71.7391 | 63.0435 | 67.3913 | 71.7391 | 63.0435 |
Ratio Avg Win / Avg Loss | 1.0593 | 1.6477 | 0.8917 | 0.9623 | 1.1649 | 0.9295 |
Largest Winning Trade | 43057 | 40002 | 43057 | 363349 | 153121 | 363349 |
Largest Losing Trade | -41232 | -16940 | -41232 | -266835 | -131393 | -266835 |
Avg Bars in Trades | 36 | 35 | 38 | 36 | 35 | 38 |
Avg Bars in Winners | 30 | 32 | 29 | 30 | 32 | 29 |
Avg Bars in Losers | 49 | 41 | 55 | 49 | 41 | 55 |
Bars Traded | 3400 | 1611 | 1789 | 3400 | 1611 | 1789 |
Profit Streak | 653.3454 | 653.3454 | 653.8454 | 653.3454 | 653.3454 | 653.8454 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 531664 | -6173 | -108011 | 167845 | -28645 | -54798 |
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 120, "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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