Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2387545.5305 | 2349838.786 | 37706.7445 | 614102.4647 | 12661468.757 | -12047366.2923 |
Total P&L (%) | 2387.5455 | 2349.8388 | 37.7067 | 614.1025 | 12661.4688 | -12047.3663 |
Avg Daily Profit (%) | 1.0732 | 1.0562 | 0.0169 | 0.0884 | 0.2182 | 0 |
Buy And Hold Return (%) | 267.2336 | 267.2336 | 267.2336 | 267.2336 | 267.2336 | 267.2336 |
Max Trade Drawdown | -177052 | -95904 | -117049 | -15309760 | -3519264 | -12350954 |
Profit Factor | 4.315 | 7.7895 | 1.1008 | 1.0218 | 2.3585 | 0.3621 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 47.8261 | 43.4783 | 52.1739 | 47.8261 | 43.4783 | 52.1739 |
Ratio Avg Win / Avg Loss | 4.7073 | 10.1263 | 1.0091 | 1.1147 | 3.066 | 0.3319 |
Largest Winning Trade | 2201971 | 2201971 | 56541 | 15153043 | 15153043 | 1049393 |
Largest Losing Trade | -72916 | -36815 | -72916 | -11550897 | -1579513 | -11550897 |
Avg Bars in Trades | 93 | 94 | 91 | 93 | 94 | 91 |
Avg Bars in Winners | 134 | 149 | 123 | 134 | 149 | 123 |
Avg Bars in Losers | 54 | 53 | 56 | 54 | 53 | 56 |
Bars Traded | 8562 | 4364 | 4198 | 8562 | 4364 | 4198 |
Profit Streak | 27.3246 | 37.5746 | 0 | 27.3246 | 37.5746 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 742919 | 719957 | -445291 | -276058 | 387628 | -580422 |
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{ "first_band": { "type": "pwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 58, "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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