Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2194160.2825 | 2061609.3142 | 132550.9683 | 5461197.2835 | 6323316.3403 | -862119.0568 |
Total P&L (%) | 2194.1603 | 2061.6093 | 132.551 | 5461.1973 | 6323.3163 | -862.1191 |
Avg Daily Profit (%) | 1.2246 | 1.1507 | 0.074 | 0.2245 | 0.2326 | 0 |
Buy And Hold Return (%) | 177.1619 | 177.1619 | 177.1619 | 177.1619 | 177.1619 | 177.1619 |
Max Trade Drawdown | -138742 | -173853 | -51975 | -24146598 | -22158403 | -11726067 |
Profit Factor | 4.3251 | 6.2124 | 1.5014 | 1.0832 | 1.1671 | 0.969 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 44.2623 | 37.7049 | 50.8197 | 44.2623 | 37.7049 | 50.8197 |
Ratio Avg Win / Avg Loss | 5.4465 | 10.264 | 1.453 | 1.364 | 1.9283 | 0.9378 |
Largest Winning Trade | 1349456 | 1349456 | 37633 | 24760190 | 24760190 | 4324812 |
Largest Losing Trade | -39087 | -39087 | -36071 | -6737420 | -6261402 | -6737420 |
Avg Bars in Trades | 42 | 49 | 35 | 42 | 49 | 35 |
Avg Bars in Winners | 56 | 72 | 44 | 56 | 72 | 44 |
Avg Bars in Losers | 31 | 35 | 26 | 31 | 35 | 26 |
Bars Traded | 5179 | 3008 | 2171 | 5179 | 3008 | 2171 |
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 | 681370 | -144740 | -420200 | -122712 | -193996 | -742352 |
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{ "first_band": { "type": "pwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 95, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 95, "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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