Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1231554.9446 | 893688.5953 | 337866.3493 | 98202099.927 | 74135036.6044 | 24067063.3226 |
Total P&L (%) | 1231.5549 | 893.6886 | 337.8663 | 98202.0999 | 74135.0366 | 24067.0633 |
Avg Daily Profit (%) | 0.5165 | 0.3748 | 0.1417 | 0.2894 | 0.2776 | 0.2304 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86722 | -52549 | -90729 | -239746335 | -119286648 | -232623760 |
Profit Factor | 2.6873 | 3.5388 | 1.8941 | 1.1172 | 1.2053 | 1.0505 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 54.1985 | 54.5455 | 53.8462 | 54.1985 | 54.5455 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.271 | 2.949 | 1.6235 | 0.9441 | 1.0044 | 0.9004 |
Largest Winning Trade | 173112 | 173112 | 77168 | 67157617 | 59063139 | 67157617 |
Largest Losing Trade | -39659 | -39659 | -37750 | -88158154 | -63125435 | -88158154 |
Avg Bars in Trades | 35 | 23 | 47 | 35 | 23 | 47 |
Avg Bars in Winners | 43 | 23 | 64 | 43 | 23 | 64 |
Avg Bars in Losers | 24 | 22 | 27 | 24 | 22 | 27 |
Bars Traded | 4600 | 1524 | 3076 | 4600 | 1524 | 3076 |
Profit Streak | 0 | 0 | 37.8069 | 0 | 0 | 37.8069 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 603387 | -107058 | -130923 | -83621 | -115107 | -289036 |
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{ "first_band": { "type": "dcm", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 34, "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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