Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2242196.1891 | 2277490.3483 | -35294.1593 | 71608.2179 | 2153405.0991 | -2081796.8812 |
Total P&L (%) | 2242.1962 | 2277.4903 | -35.2942 | 71.6082 | 2153.4051 | -2081.7969 |
Avg Daily Profit (%) | 1.0068 | 1.0227 | -0.0158 | 0.0243 | 0.14 | 0 |
Buy And Hold Return (%) | 282.3301 | 282.3301 | 282.3301 | 282.3301 | 282.3301 | 282.3301 |
Max Trade Drawdown | -311242 | -203455 | -131018 | -8707129 | -4595916 | -4163265 |
Profit Factor | 3.5141 | 5.5147 | 0.9089 | 1.0034 | 1.1691 | 0.7574 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 64 | 33 | 31 | 64 | 33 | 31 |
Profitability (%) | 49.2063 | 47.619 | 50.7937 | 49.2063 | 47.619 | 50.7937 |
Ratio Avg Win / Avg Loss | 3.6274 | 6.0661 | 0.8805 | 1.0357 | 1.286 | 0.7337 |
Largest Winning Trade | 2254503 | 2254503 | 42975 | 5736466 | 5736466 | 1289888 |
Largest Losing Trade | -56499 | -56499 | -41848 | -2610868 | -2610868 | -1989856 |
Avg Bars in Trades | 67 | 87 | 48 | 67 | 87 | 48 |
Avg Bars in Winners | 77 | 104 | 52 | 77 | 104 | 52 |
Avg Bars in Losers | 58 | 71 | 45 | 58 | 71 | 45 |
Bars Traded | 8561 | 5481 | 3080 | 8561 | 5481 | 3080 |
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 | 722745 | -126074 | -727355 | -543053 | -187901 | -727355 |
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{ "first_band": { "type": "pwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 173, "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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