Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1470719.8741 | 1412310.2382 | 58409.6359 | 2036074.6708 | 280653.9972 | 1755420.6736 |
Total P&L (%) | 1470.7199 | 1412.3102 | 58.4096 | 2036.0747 | 280.654 | 1755.4207 |
Avg Daily Profit (%) | 0.6472 | 0.6215 | 0.0257 | 0.1348 | 0.0588 | 0.1286 |
Buy And Hold Return (%) | 245.0564 | 245.0564 | 245.0564 | 245.0564 | 245.0564 | 245.0564 |
Max Trade Drawdown | -108009 | -95947 | -74347 | -3313671 | -2934035 | -1464482 |
Profit Factor | 3.4075 | 5.0569 | 1.2223 | 1.1602 | 1.0332 | 1.4123 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 51.1364 | 47.7273 | 54.5455 | 51.1364 | 47.7273 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.256 | 5.5385 | 1.0186 | 1.1086 | 1.1316 | 1.1769 |
Largest Winning Trade | 917480 | 917480 | 28298 | 1526539 | 1526539 | 585658 |
Largest Losing Trade | -52889 | -40243 | -52889 | -1401629 | -1401629 | -1358280 |
Avg Bars in Trades | 72 | 103 | 41 | 72 | 103 | 41 |
Avg Bars in Winners | 93 | 136 | 55 | 93 | 136 | 55 |
Avg Bars in Losers | 50 | 72 | 25 | 50 | 72 | 25 |
Bars Traded | 6373 | 4534 | 1839 | 6373 | 4534 | 1839 |
Profit Streak | 12.2636 | 15.2636 | 0 | 12.2636 | 15.2636 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 673650 | 662807 | -324054 | -55935 | -419178 | -19483 |
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{ "first_band": { "type": "pwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 180, "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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