Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1031745.8283 | 1041684.5543 | -9938.726 | 85511.049 | 1025364.4603 | -939853.4113 |
Total P&L (%) | 1031.7458 | 1041.6846 | -9.9387 | 85.511 | 1025.3645 | -939.8534 |
Avg Daily Profit (%) | 0.5553 | 0.5606 | -0.0053 | 0.0333 | 0.1304 | 0 |
Buy And Hold Return (%) | 195.297 | 195.297 | 195.297 | 195.297 | 195.297 | 195.297 |
Max Trade Drawdown | -149987 | -77683 | -174245 | -2287779 | -1336374 | -1761399 |
Profit Factor | 2.7414 | 5.1943 | 0.9711 | 1.0136 | 1.4418 | 0.763 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 45.9016 | 45.1613 | 46.6667 | 45.9016 | 45.1613 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.231 | 6.3073 | 1.1098 | 1.1946 | 1.7508 | 0.872 |
Largest Winning Trade | 893346 | 893346 | 73791 | 1219371 | 1219371 | 823833 |
Largest Losing Trade | -72647 | -28497 | -72647 | -1761399 | -459130 | -1761399 |
Avg Bars in Trades | 84 | 79 | 90 | 84 | 79 | 90 |
Avg Bars in Winners | 122 | 99 | 145 | 122 | 99 | 145 |
Avg Bars in Losers | 52 | 62 | 42 | 52 | 62 | 42 |
Bars Traded | 5164 | 2451 | 2713 | 5164 | 2451 | 2713 |
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 | -152432 | 576905 | -580455 | -687390 | -19589 | -582121 |
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{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 30, "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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