Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 460632.2272 | 484299.1107 | -23666.8834 | 419711.9242 | 5698954.805 | -5279242.8807 |
Total P&L (%) | 460.6322 | 484.2991 | -23.6669 | 419.7119 | 5698.9548 | -5279.2429 |
Avg Daily Profit (%) | 0.2545 | 0.2676 | -0.0131 | 0.0911 | 0.2246 | 0 |
Buy And Hold Return (%) | 1014.4552 | 1014.4552 | 1014.4552 | 1014.4552 | 1014.4552 | 1014.4552 |
Max Trade Drawdown | -208904 | -74962 | -268004 | -7676271 | -2738560 | -8550237 |
Profit Factor | 1.701 | 2.935 | 0.9418 | 1.0262 | 1.9202 | 0.4615 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Losing Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Profitability (%) | 64.5833 | 72.9167 | 56.25 | 64.5833 | 72.9167 | 56.25 |
Ratio Avg Win / Avg Loss | 0.9328 | 1.0902 | 0.7325 | 0.5628 | 0.7132 | 0.359 |
Largest Winning Trade | 100657 | 100657 | 79675 | 1574332 | 1574332 | 1439405 |
Largest Losing Trade | -56823 | -36956 | -56823 | -2738560 | -2738560 | -2092073 |
Avg Bars in Trades | 109 | 83 | 135 | 109 | 83 | 135 |
Avg Bars in Winners | 115 | 80 | 161 | 115 | 80 | 161 |
Avg Bars in Losers | 98 | 91 | 102 | 98 | 91 | 102 |
Bars Traded | 10522 | 4003 | 6519 | 10522 | 4003 | 6519 |
Profit Streak | 79.9682 | 287.1348 | 79.9682 | 79.9682 | 287.1348 | 79.9682 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153453 | -148656 | -579321 | -426650 | 454477 | -579321 |
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{ "first_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 77, "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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