Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 864761.388 | 749578.2 | 115183.188 | 1107366.8388 | -780319.9888 | 1887686.8276 |
Total P&L (%) | 864.7614 | 749.5782 | 115.1832 | 1107.3668 | -780.32 | 1887.6868 |
Avg Daily Profit (%) | 0.4449 | 0.3857 | 0.0593 | 0.1282 | 0 | 0.1539 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130994 | -113346 | -51960 | -1884882 | -1844612 | -1006440 |
Profit Factor | 2.4546 | 3.3343 | 1.4213 | 1.1597 | 0.8022 | 1.6315 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 42.3913 | 34.7826 | 50 | 42.3913 | 34.7826 | 50 |
Ratio Avg Win / Avg Loss | 3.3357 | 6.2518 | 1.4213 | 1.576 | 1.5041 | 1.6315 |
Largest Winning Trade | 528195 | 528195 | 54702 | 869832 | 869832 | 779525 |
Largest Losing Trade | -30121 | -30121 | -29787 | -626645 | -574649 | -626645 |
Avg Bars in Trades | 61 | 52 | 70 | 61 | 52 | 70 |
Avg Bars in Winners | 95 | 83 | 103 | 95 | 83 | 103 |
Avg Bars in Losers | 36 | 35 | 36 | 36 | 35 | 36 |
Bars Traded | 5629 | 2404 | 3224 | 5629 | 2404 | 3224 |
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 | 435419 | 365592 | -112892 | -67845 | -583844 | 389040 |
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{ "first_band": { "type": "pwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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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