Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2237468.1758 | 2137813.3197 | 99654.8561 | 2667540.5122 | 6193232.9706 | -3525692.4583 |
Total P&L (%) | 2237.4682 | 2137.8133 | 99.6549 | 2667.5405 | 6193.233 | -3525.6925 |
Avg Daily Profit (%) | 1.0121 | 0.967 | 0.0451 | 0.1503 | 0.1875 | 0 |
Buy And Hold Return (%) | 154.6172 | 154.6172 | 154.6172 | 154.6172 | 154.6172 | 154.6172 |
Max Trade Drawdown | -123745 | -80237 | -88663 | -5029066 | -2040961 | -4929777 |
Profit Factor | 5.2639 | 10.0327 | 1.3459 | 1.2001 | 2.3871 | 0.6023 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 45.3333 | 43.2432 | 47.3684 | 45.3333 | 43.2432 | 47.3684 |
Ratio Avg Win / Avg Loss | 6.3477 | 13.1679 | 1.4955 | 1.4472 | 3.1331 | 0.6692 |
Largest Winning Trade | 1936948 | 1936948 | 54772 | 5713336 | 5713336 | 939431 |
Largest Losing Trade | -65668 | -41309 | -65668 | -3945535 | -1009336 | -3945535 |
Avg Bars in Trades | 112 | 115 | 109 | 112 | 115 | 109 |
Avg Bars in Winners | 161 | 144 | 176 | 161 | 144 | 176 |
Avg Bars in Losers | 72 | 93 | 50 | 72 | 93 | 50 |
Bars Traded | 8459 | 4280 | 4179 | 8459 | 4280 | 4179 |
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 | -41753 | 691813 | -299127 | -56005 | 354826 | -581788 |
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{ "first_band": { "type": "pwma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 67, "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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