Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665380.0179 | 610377.3243 | 55002.6936 | 97991.5688 | 1871673.1575 | -1773681.5886 |
Total P&L (%) | 665.38 | 610.3773 | 55.0027 | 97.9916 | 1871.6732 | -1773.6816 |
Avg Daily Profit (%) | 0.2785 | 0.2555 | 0.023 | 0.0286 | 0.1249 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180015 | -86705 | -217607 | -5682501 | -1720240 | -4621487 |
Profit Factor | 1.474 | 2.3165 | 1.0585 | 1.0061 | 1.3794 | 0.8411 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Profitability (%) | 53.5545 | 54.717 | 52.381 | 53.5545 | 54.717 | 52.381 |
Ratio Avg Win / Avg Loss | 1.2784 | 1.9171 | 0.9623 | 0.8725 | 1.1415 | 0.7646 |
Largest Winning Trade | 74341 | 58737 | 74341 | 1603861 | 987862 | 1603861 |
Largest Losing Trade | -77268 | -41384 | -77268 | -2127485 | -1217376 | -2127485 |
Avg Bars in Trades | 44 | 27 | 61 | 44 | 27 | 61 |
Avg Bars in Winners | 43 | 22 | 66 | 43 | 22 | 66 |
Avg Bars in Losers | 45 | 33 | 55 | 45 | 33 | 55 |
Bars Traded | 9384 | 2921 | 6463 | 9384 | 2921 | 6463 |
Profit Streak | 13.4658 | 13.4658 | 16.9658 | 13.4658 | 13.4658 | 16.9658 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449992 | 509152 | -320335 | -367530 | -24096 | -580172 |
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 70, "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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