Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1272115.2876 | 1362728.594 | -90613.3064 | -2825661.1935 | -1358683.4946 | -1466977.6989 |
Total P&L (%) | 1272.1153 | 1362.7286 | -90.6133 | -2825.6612 | -1358.6835 | -1466.9777 |
Avg Daily Profit (%) | 0.6771 | 0.7254 | -0.0482 | 0 | 0 | 0 |
Buy And Hold Return (%) | 619.6871 | 619.6871 | 619.6871 | 619.6871 | 619.6871 | 619.6871 |
Max Trade Drawdown | -237727 | -184318 | -237727 | -17105244 | -14187610 | -4357301 |
Profit Factor | 2.5228 | 4.9473 | 0.8151 | 0.9063 | 0.9264 | 0.8747 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 22 | 28 | 36 | 22 | 14 |
Losing Trades | 37 | 21 | 16 | 51 | 21 | 30 |
Profitability (%) | 57.4713 | 51.1628 | 63.6364 | 41.3793 | 51.1628 | 31.8182 |
Ratio Avg Win / Avg Loss | 1.8669 | 4.7224 | 0.4658 | 1.284 | 0.8843 | 1.8743 |
Largest Winning Trade | 813025 | 813025 | 51728 | 6405065 | 6405065 | 2773081 |
Largest Losing Trade | -237727 | -38182 | -237727 | -11478231 | -11478231 | -4111373 |
Avg Bars in Trades | 61 | 74 | 48 | 61 | 74 | 48 |
Avg Bars in Winners | 77 | 107 | 53 | 43 | 45 | 39 |
Avg Bars in Losers | 39 | 40 | 39 | 74 | 104 | 52 |
Bars Traded | 5341 | 3212 | 2129 | 5341 | 3212 | 2129 |
Profit Streak | 98.9977 | 106.331 | 98.9977 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467498 | 571756 | -577993 | -582231 | -580576 | -585012 |
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{ "first_band": { "type": "pwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 161, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 161, "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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