Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 976380.655 | 790335.8456 | 186044.8093 | 5751855.3647 | 1561187.156 | 4190668.2087 |
Total P&L (%) | 976.3807 | 790.3358 | 186.0448 | 5751.8554 | 1561.1872 | 4190.6682 |
Avg Daily Profit (%) | 0.4089 | 0.331 | 0.0779 | 0.1706 | 0.1177 | 0.1575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107890 | -59695 | -91770 | -7243634 | -4345368 | -5565223 |
Profit Factor | 2.1478 | 2.7588 | 1.4636 | 1.1787 | 1.0848 | 1.3041 |
Total Trades | 137 | 69 | 68 | 137 | 69 | 68 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 53.2847 | 53.6232 | 52.9412 | 53.2847 | 53.6232 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.883 | 2.386 | 1.301 | 1.0334 | 0.9382 | 1.1592 |
Largest Winning Trade | 230191 | 230191 | 68812 | 3027750 | 2896689 | 3027750 |
Largest Losing Trade | -44524 | -44524 | -43458 | -3323843 | -3323843 | -1973962 |
Avg Bars in Trades | 67 | 45 | 89 | 67 | 45 | 89 |
Avg Bars in Winners | 78 | 44 | 113 | 78 | 44 | 113 |
Avg Bars in Losers | 55 | 46 | 63 | 55 | 46 | 63 |
Bars Traded | 9238 | 3127 | 6111 | 9238 | 3127 | 6111 |
Profit Streak | 55.2398 | 65.9898 | 55.2398 | 55.2398 | 65.9898 | 55.2398 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 586557 | -85351 | -195241 | -13813 | -264075 | -99612 |
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{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "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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