Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -117995.9434 | 12478.5328 | -130474.4762 | -111524.4399 | 220129.0677 | -331653.5076 |
Total P&L (%) | -117.9959 | 12.4785 | -130.4745 | -111.5244 | 220.1291 | -331.6535 |
Avg Daily Profit (%) | -0.2266 | 0.024 | -0.2505 | 0 | 0.2237 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -264099 | -105759 | -199140 | -443859 | -89469 | -470212 |
Profit Factor | 0.9005 | 1.0241 | 0.8043 | 0.9136 | 1.5099 | 0.6136 |
Total Trades | 530 | 265 | 265 | 530 | 265 | 265 |
Winning Trades | 239 | 124 | 115 | 288 | 144 | 144 |
Losing Trades | 291 | 141 | 150 | 242 | 121 | 121 |
Profitability (%) | 45.0943 | 46.7925 | 43.3962 | 54.3396 | 54.3396 | 54.3396 |
Ratio Avg Win / Avg Loss | 1.0964 | 1.1645 | 1.0491 | 0.7676 | 1.2687 | 0.5156 |
Largest Winning Trade | 37414 | 26731 | 37414 | 41042 | 41042 | 38740 |
Largest Losing Trade | -125895 | -18483 | -125895 | -290945 | -21271 | -290945 |
Avg Bars in Trades | 46 | 42 | 49 | 46 | 42 | 49 |
Avg Bars in Winners | 44 | 37 | 53 | 47 | 47 | 47 |
Avg Bars in Losers | 47 | 47 | 47 | 44 | 36 | 52 |
Bars Traded | 24534 | 11329 | 13205 | 24534 | 11329 | 13205 |
Profit Streak | 0 | 0 | 10.3542 | 6.6667 | 16.625 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578818 | -444571 | -580762 | -577326 | 415744 | -579953 |
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{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 52, "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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