Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602950.5376 | 422107.8912 | 180842.6464 | 454412.1969 | -1129181.3093 | 1583593.5062 |
Total P&L (%) | 602.9505 | 422.1079 | 180.8426 | 454.4122 | -1129.1813 | 1583.5935 |
Avg Daily Profit (%) | 0.3155 | 0.2209 | 0.0946 | 0.0897 | 0 | 0.1479 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174478 | -87639 | -107873 | -2601531 | -1896524 | -1462088 |
Profit Factor | 2.2558 | 2.9243 | 1.6935 | 1.0731 | 0.6433 | 1.5193 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.125 | 50 | 56.25 | 53.125 | 50 | 56.25 |
Ratio Avg Win / Avg Loss | 1.9904 | 2.9243 | 1.3171 | 0.9469 | 0.6433 | 1.1817 |
Largest Winning Trade | 442061 | 442061 | 58349 | 862442 | 585532 | 862442 |
Largest Losing Trade | -42026 | -32152 | -42026 | -940595 | -940595 | -735199 |
Avg Bars in Trades | 57 | 39 | 75 | 57 | 39 | 75 |
Avg Bars in Winners | 75 | 55 | 92 | 75 | 55 | 92 |
Avg Bars in Losers | 37 | 23 | 52 | 37 | 23 | 52 |
Bars Traded | 3673 | 1259 | 2414 | 3673 | 1259 | 2414 |
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 | -129775 | 480641 | -63754 | -358121 | -580810 | 250514 |
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{ "first_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 22, "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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