Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1475674.3027 | 1460512.6945 | 15161.6083 | 2920.215 | -722817.1271 | 725737.3421 |
Total P&L (%) | 1475.6743 | 1460.5127 | 15.1616 | 2.9202 | -722.8171 | 725.7373 |
Avg Daily Profit (%) | 0.6211 | 0.6147 | 0.0064 | 0.0012 | 0 | 0.0889 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -235417 | -135259 | -136925 | -4349520 | -4065576 | -2261283 |
Profit Factor | 2.7314 | 3.8924 | 1.0436 | 1.0003 | 0.8782 | 1.2503 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 44.8276 | 41.8605 | 47.7273 | 44.8276 | 41.8605 | 47.7273 |
Ratio Avg Win / Avg Loss | 3.3617 | 5.4062 | 1.143 | 1.2312 | 1.2198 | 1.3694 |
Largest Winning Trade | 1209171 | 1209171 | 39094 | 1959732 | 1959732 | 1007021 |
Largest Losing Trade | -57513 | -57402 | -57513 | -1761509 | -1761509 | -591692 |
Avg Bars in Trades | 51 | 69 | 34 | 51 | 69 | 34 |
Avg Bars in Winners | 70 | 99 | 45 | 70 | 99 | 45 |
Avg Bars in Losers | 36 | 47 | 24 | 36 | 47 | 24 |
Bars Traded | 4491 | 2986 | 1504 | 4491 | 2986 | 1504 |
Profit Streak | 28.2665 | 0 | 70.7665 | 28.2665 | 0 | 70.7665 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 561947 | 556215 | -367195 | -578372 | -582225 | -74355 |
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{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "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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