Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1001727.6438 | 1027015.0312 | -25287.3874 | -759509.2486 | -112486.5048 | -647022.7438 |
Total P&L (%) | 1001.7276 | 1027.015 | -25.2874 | -759.5092 | -112.4865 | -647.0227 |
Avg Daily Profit (%) | 0.5596 | 0.5737 | -0.0141 | 0 | 0 | 0 |
Buy And Hold Return (%) | 268.524 | 268.524 | 268.524 | 268.524 | 268.524 | 268.524 |
Max Trade Drawdown | -134561 | -59857 | -208738 | -1159296 | -812968 | -721189 |
Profit Factor | 2.7379 | 7.9669 | 0.9411 | 0.741 | 0.9024 | 0.6366 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 32 | 15 | 17 | 25 | 17 | 8 |
Losing Trades | 26 | 14 | 12 | 33 | 12 | 21 |
Profitability (%) | 55.1724 | 51.7241 | 58.6207 | 43.1034 | 58.6207 | 27.5862 |
Ratio Avg Win / Avg Loss | 2.2245 | 7.4358 | 0.6643 | 0.9781 | 0.637 | 1.671 |
Largest Winning Trade | 682192 | 682192 | 68718 | 401045 | 209608 | 401045 |
Largest Losing Trade | -134561 | -25752 | -134561 | -495495 | -495495 | -282790 |
Avg Bars in Trades | 172 | 112 | 233 | 172 | 112 | 233 |
Avg Bars in Winners | 251 | 156 | 336 | 94 | 76 | 132 |
Avg Bars in Losers | 75 | 64 | 89 | 232 | 161 | 272 |
Bars Traded | 10032 | 3249 | 6783 | 10032 | 3249 | 6783 |
Profit Streak | 0 | 0 | 320.7437 | 73.7437 | 281.7437 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164955 | 631812 | -578749 | -762401 | -578746 | -596471 |
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{ "first_band": { "type": "dcm", "factors": { "length": 147, "offset": 70 } }, "second_band": { "type": "wma", "factors": { "length": 232, "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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