Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485058.5037 | 345399.3494 | 139659.1543 | 314972.5623 | 280838.6511 | 34133.9112 |
Total P&L (%) | 485.0585 | 345.3993 | 139.6592 | 314.9726 | 280.8387 | 34.1339 |
Avg Daily Profit (%) | 0.2229 | 0.1587 | 0.0642 | 0.0654 | 0.0615 | 0.0135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170143 | -72481 | -224607 | -433187 | -235567 | -251582 |
Profit Factor | 1.4454 | 1.695 | 1.2359 | 1.1642 | 1.3178 | 1.033 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 54.661 | 52.5424 | 56.7797 | 54.661 | 52.5424 | 56.7797 |
Ratio Avg Win / Avg Loss | 1.1989 | 1.531 | 0.9408 | 0.9656 | 1.1903 | 0.7863 |
Largest Winning Trade | 72126 | 72126 | 42436 | 278036 | 278036 | 159021 |
Largest Losing Trade | -59980 | -46844 | -59980 | -249600 | -190360 | -249600 |
Avg Bars in Trades | 54 | 66 | 42 | 54 | 66 | 42 |
Avg Bars in Winners | 61 | 69 | 53 | 61 | 69 | 53 |
Avg Bars in Losers | 45 | 63 | 26 | 45 | 63 | 26 |
Bars Traded | 12795 | 7833 | 4962 | 12795 | 7833 | 4962 |
Profit Streak | 23.784 | 0 | 41.284 | 23.784 | 0 | 41.284 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402254 | 380480 | -107069 | -144805 | -110568 | -361321 |
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{ "first_band": { "type": "pwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "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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