Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1607030.3285 | 1507275.1287 | 99755.1998 | 1893458.5564 | -193671.6434 | 2087130.1998 |
Total P&L (%) | 1607.0303 | 1507.2751 | 99.7552 | 1893.4586 | -193.6716 | 2087.1302 |
Avg Daily Profit (%) | 0.8657 | 0.812 | 0.0537 | 0.1613 | 0 | 0.1663 |
Buy And Hold Return (%) | 80.1282 | 80.1282 | 80.1282 | 80.1282 | 80.1282 | 80.1282 |
Max Trade Drawdown | -95079 | -82695 | -48333 | -4425760 | -3686288 | -1531105 |
Profit Factor | 4.3561 | 6.5346 | 1.4831 | 1.1505 | 0.9739 | 1.4041 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 36.2319 | 34.2857 | 38.2353 | 36.2319 | 34.2857 | 38.2353 |
Ratio Avg Win / Avg Loss | 7.6668 | 12.5247 | 2.3957 | 2.0249 | 1.8666 | 2.2682 |
Largest Winning Trade | 1381546 | 1381546 | 65307 | 1753823 | 1570203 | 1753823 |
Largest Losing Trade | -41043 | -41043 | -25533 | -1162835 | -789134 | -1162835 |
Avg Bars in Trades | 100 | 77 | 123 | 100 | 77 | 123 |
Avg Bars in Winners | 163 | 111 | 211 | 163 | 111 | 211 |
Avg Bars in Losers | 63 | 60 | 68 | 63 | 60 | 68 |
Bars Traded | 6905 | 2720 | 4185 | 6905 | 2720 | 4185 |
Profit Streak | 52.9126 | 61.9126 | 0 | 52.9126 | 61.9126 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90522 | 581166 | -213004 | -157195 | -583561 | 179602 |
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{ "first_band": { "type": "dcm", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 20, "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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