Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 661390.1262 | 735768.1064 | -74377.9802 | -70528.2726 | 316473.1841 | -387001.4567 |
Total P&L (%) | 661.3901 | 735.7681 | -74.378 | -70.5283 | 316.4732 | -387.0015 |
Avg Daily Profit (%) | 0.3553 | 0.3953 | -0.04 | -0.0656 | 0.0767 | 0 |
Buy And Hold Return (%) | 102.4206 | 102.4206 | 102.4206 | 102.4206 | 102.4206 | 102.4206 |
Max Trade Drawdown | -170930 | -110220 | -151621 | -447374 | -265200 | -344937 |
Profit Factor | 1.9131 | 4.07 | 0.8466 | 0.9503 | 1.6738 | 0.592 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 46.875 | 53.125 | 40.625 | 46.875 | 53.125 | 40.625 |
Ratio Avg Win / Avg Loss | 2.1681 | 3.5912 | 1.2373 | 1.077 | 1.4769 | 0.8652 |
Largest Winning Trade | 507521 | 507521 | 72640 | 211315 | 211315 | 94679 |
Largest Losing Trade | -88449 | -44298 | -88449 | -207614 | -189208 | -207614 |
Avg Bars in Trades | 56 | 56 | 55 | 56 | 56 | 55 |
Avg Bars in Winners | 87 | 77 | 101 | 87 | 77 | 101 |
Avg Bars in Losers | 28 | 34 | 24 | 28 | 34 | 24 |
Bars Traded | 3592 | 1820 | 1772 | 3592 | 1820 | 1772 |
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 | -132079 | 618921 | -582789 | -723826 | -91179 | -584456 |
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{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 24, "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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