Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359356.8642 | 273169.4567 | 86187.4075 | 73529.336 | 130306.1783 | -56776.8422 |
Total P&L (%) | 359.3569 | 273.1695 | 86.1874 | 73.5293 | 130.3062 | -56.7768 |
Avg Daily Profit (%) | 0.3501 | 0.2661 | 0.084 | 0.0537 | 0.0813 | -0.0817 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -239034 | -162262 | -134552 | -559280 | -376885 | -392170 |
Profit Factor | 1.2464 | 1.3298 | 1.1368 | 1.0288 | 1.0965 | 0.9527 |
Total Trades | 477 | 238 | 239 | 477 | 238 | 239 |
Winning Trades | 207 | 88 | 119 | 207 | 88 | 119 |
Losing Trades | 270 | 150 | 120 | 270 | 150 | 120 |
Profitability (%) | 43.3962 | 36.9748 | 49.7908 | 43.3962 | 36.9748 | 49.7908 |
Ratio Avg Win / Avg Loss | 1.6257 | 2.2667 | 1.1463 | 1.342 | 1.869 | 0.9607 |
Largest Winning Trade | 197462 | 197462 | 28115 | 188931 | 188931 | 110379 |
Largest Losing Trade | -21907 | -21907 | -19916 | -107553 | -107553 | -68382 |
Avg Bars in Trades | 25 | 28 | 22 | 25 | 28 | 22 |
Avg Bars in Winners | 30 | 35 | 25 | 30 | 35 | 25 |
Avg Bars in Losers | 22 | 24 | 19 | 22 | 24 | 19 |
Bars Traded | 12222 | 6824 | 5398 | 12222 | 6824 | 5398 |
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 | 359042 | 196748 | -150040 | -309810 | -201796 | -579886 |
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{ "first_band": { "type": "pwma", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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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