Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218700.2245 | 119288.164 | 99412.0606 | 328143.0493 | 110406.3096 | 217736.7398 |
Total P&L (%) | 218.7002 | 119.2882 | 99.4121 | 328.143 | 110.4063 | 217.7367 |
Avg Daily Profit (%) | 0.379 | 0.2067 | 0.1723 | 0.2523 | 0.129 | 0.2005 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51032 | -38951 | -41161 | -157285 | -194018 | -115850 |
Profit Factor | 1.4083 | 1.4282 | 1.3867 | 1.2483 | 1.1554 | 1.3564 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 122 | 63 | 59 | 122 | 63 | 59 |
Profitability (%) | 50.2041 | 48.7805 | 51.6393 | 50.2041 | 48.7805 | 51.6393 |
Ratio Avg Win / Avg Loss | 1.3968 | 1.4996 | 1.2987 | 1.2382 | 1.2131 | 1.2703 |
Largest Winning Trade | 54335 | 54335 | 28929 | 124178 | 124178 | 81083 |
Largest Losing Trade | -24098 | -19783 | -24098 | -101479 | -101479 | -54002 |
Avg Bars in Trades | 55 | 50 | 60 | 55 | 50 | 60 |
Avg Bars in Winners | 55 | 56 | 54 | 55 | 56 | 54 |
Avg Bars in Losers | 55 | 44 | 65 | 55 | 44 | 65 |
Bars Traded | 13548 | 6222 | 7326 | 13548 | 6222 | 7326 |
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 | 389324 | 268329 | 273238 | 315159 | -71537 | 275265 |
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{ "first_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 79, "offset": 0 } } }
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# | 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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