Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362992.2207 | 323374.8493 | 39617.3713 | -202995.3525 | -21106.1336 | -181889.2188 |
Total P&L (%) | 362.9922 | 323.3748 | 39.6174 | -202.9954 | -21.1061 | -181.8892 |
Avg Daily Profit (%) | 0.1945 | 0.1733 | 0.0212 | 0 | -0.0127 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185875 | -81546 | -179133 | -443041 | -86238 | -412743 |
Profit Factor | 1.4559 | 2.4013 | 1.0701 | 0.7837 | 0.9139 | 0.7377 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 75 | 38 | 37 | 48 | 26 | 22 |
Losing Trades | 44 | 22 | 22 | 71 | 34 | 37 |
Profitability (%) | 63.0252 | 63.3333 | 62.7119 | 40.3361 | 43.3333 | 37.2881 |
Ratio Avg Win / Avg Loss | 0.8541 | 1.3902 | 0.6363 | 1.1593 | 1.1951 | 1.2407 |
Largest Winning Trade | 67237 | 51432 | 67237 | 135553 | 32860 | 135553 |
Largest Losing Trade | -120119 | -37538 | -120119 | -200359 | -27463 | -200359 |
Avg Bars in Trades | 90 | 52 | 128 | 90 | 52 | 128 |
Avg Bars in Winners | 77 | 50 | 106 | 102 | 54 | 159 |
Avg Bars in Losers | 111 | 56 | 165 | 82 | 51 | 110 |
Bars Traded | 10730 | 3158 | 7571 | 10730 | 3158 | 7571 |
Profit Streak | 5.6803 | 9.1803 | 0 | 0 | 0 | 11.347 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347439 | -155928 | -486922 | -582553 | -750884 | -760378 |
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{ "first_band": { "type": "dcm", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 142, "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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