Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804192.3981 | 716697.2771 | 87495.121 | 2717376.8223 | 1578187.4103 | 1139189.412 |
Total P&L (%) | 804.1924 | 716.6973 | 87.4951 | 2717.3768 | 1578.1874 | 1139.1894 |
Avg Daily Profit (%) | 0.3202 | 0.2853 | 0.0348 | 0.133 | 0.1123 | 0.1003 |
Buy And Hold Return (%) | 242.0879 | 242.0879 | 242.0879 | 242.0879 | 242.0879 | 242.0879 |
Max Trade Drawdown | -68081 | -42451 | -53103 | -1868538 | -1294772 | -865385 |
Profit Factor | 2.5722 | 4.329 | 1.2954 | 1.3903 | 1.4538 | 1.327 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 48.6726 | 49.1228 | 48.2143 | 48.6726 | 49.1228 | 48.2143 |
Ratio Avg Win / Avg Loss | 2.7125 | 4.4836 | 1.3913 | 1.4662 | 1.5058 | 1.4253 |
Largest Winning Trade | 442598 | 442598 | 59273 | 1155727 | 1155727 | 1104838 |
Largest Losing Trade | -39530 | -28456 | -39530 | -677057 | -490170 | -677057 |
Avg Bars in Trades | 85 | 86 | 84 | 85 | 86 | 84 |
Avg Bars in Winners | 114 | 108 | 121 | 114 | 108 | 121 |
Avg Bars in Losers | 56 | 64 | 49 | 56 | 64 | 49 |
Bars Traded | 9608 | 4903 | 4705 | 9608 | 4903 | 4705 |
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 | 393421 | -167472 | -492832 | -14637 | -221175 | -240804 |
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{ "first_band": { "type": "pwma", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 131, "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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