Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486269.0368 | 392856.24 | 93412.7968 | 216452.0525 | 384761.5312 | -168309.4786 |
Total P&L (%) | 486.269 | 392.8562 | 93.4128 | 216.4521 | 384.7615 | -168.3095 |
Avg Daily Profit (%) | 0.2557 | 0.2065 | 0.0491 | 0.0606 | 0.083 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189455 | -85155 | -209800 | -387354 | -145820 | -450823 |
Profit Factor | 1.7489 | 2.4055 | 1.2526 | 1.1638 | 1.7061 | 0.7832 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 54.4444 | 57.7778 | 51.1111 | 54.4444 | 57.7778 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.4634 | 1.7579 | 1.1981 | 0.9738 | 1.2467 | 0.7491 |
Largest Winning Trade | 249336 | 249336 | 63888 | 137879 | 137879 | 104997 |
Largest Losing Trade | -54902 | -35503 | -54902 | -154985 | -77337 | -154985 |
Avg Bars in Trades | 77 | 49 | 105 | 77 | 49 | 105 |
Avg Bars in Winners | 99 | 48 | 156 | 99 | 48 | 156 |
Avg Bars in Losers | 51 | 51 | 51 | 51 | 51 | 51 |
Bars Traded | 6978 | 2241 | 4737 | 6978 | 2241 | 4737 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400235 | 480024 | -127318 | -153186 | -78910 | -580567 |
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{ "first_band": { "type": "dcm", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 26, "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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