Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95202.5664 | 56617.9902 | 38584.5761 | 110834.8821 | 72100.3581 | 38734.524 |
Total P&L (%) | 95.2026 | 56.618 | 38.5846 | 110.8349 | 72.1004 | 38.7345 |
Avg Daily Profit (%) | 0.6854 | 0.4076 | 0.2778 | 0.5384 | 0.3916 | 0.236 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37756 | -24222 | -38993 | -45965 | -23783 | -46739 |
Profit Factor | 1.6167 | 1.922 | 1.415 | 1.6466 | 2.138 | 1.3585 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 70.9091 | 70.9091 | 70.9091 | 70.9091 | 70.9091 | 70.9091 |
Ratio Avg Win / Avg Loss | 0.6632 | 0.7885 | 0.5805 | 0.6755 | 0.8771 | 0.5573 |
Largest Winning Trade | 11454 | 11294 | 11454 | 13763 | 12859 | 13763 |
Largest Losing Trade | -31890 | -17966 | -31890 | -37571 | -18586 | -37571 |
Avg Bars in Trades | 117 | 117 | 118 | 117 | 117 | 118 |
Avg Bars in Winners | 86 | 91 | 81 | 86 | 91 | 81 |
Avg Bars in Losers | 194 | 179 | 208 | 194 | 179 | 208 |
Bars Traded | 12946 | 6442 | 6504 | 12946 | 6442 | 6504 |
Profit Streak | 153.7195 | 163.5112 | 153.7195 | 153.7195 | 163.5112 | 153.7195 |
Trades During Streak | 15 | 10 | 7 | 15 | 10 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 548505 | -168195 | -172596 | 505374 | -167022 | -173285 |
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 247, "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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