Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384505.4354 | 334231.6327 | 50273.8027 | 148850.0265 | 149050.9021 | -200.8756 |
Total P&L (%) | 384.5054 | 334.2316 | 50.2738 | 148.85 | 149.0509 | -0.2009 |
Avg Daily Profit (%) | 0.3564 | 0.3098 | 0.0466 | 0.0845 | 0.0846 | -0.0002 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109287 | -83714 | -65200 | -557680 | -368201 | -392635 |
Profit Factor | 1.8469 | 2.206 | 1.2843 | 1.082 | 1.1327 | 0.9997 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 44.2105 | 42.5532 | 45.8333 | 44.2105 | 42.5532 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.3307 | 2.9781 | 1.5178 | 1.3653 | 1.5292 | 1.1815 |
Largest Winning Trade | 372877 | 372877 | 23372 | 460029 | 460029 | 96024 |
Largest Losing Trade | -30161 | -30161 | -25739 | -151428 | -151428 | -124222 |
Avg Bars in Trades | 43 | 50 | 35 | 43 | 50 | 35 |
Avg Bars in Winners | 47 | 56 | 38 | 47 | 56 | 38 |
Avg Bars in Losers | 40 | 46 | 33 | 40 | 46 | 33 |
Bars Traded | 4107 | 2384 | 1723 | 4107 | 2384 | 1723 |
Profit Streak | 0 | 32.2248 | 0 | 0 | 32.2248 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376705 | 393812 | -132430 | -212463 | -155229 | -580642 |
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{ "first_band": { "type": "pwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 122, "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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