Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391144.3175 | 284690.1337 | 106454.1838 | 171873.3208 | 64793.7685 | 107079.5523 |
Total P&L (%) | 391.1443 | 284.6901 | 106.4542 | 171.8733 | 64.7938 | 107.0796 |
Avg Daily Profit (%) | 0.3798 | 0.2764 | 0.1034 | 0.0972 | 0.0485 | 0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135181 | -144499 | -73339 | -284941 | -302508 | -225531 |
Profit Factor | 1.478 | 1.5707 | 1.3333 | 1.112 | 1.0725 | 1.1669 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 109 | 51 | 58 | 109 | 51 | 58 |
Losing Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Profitability (%) | 54.5 | 51 | 58 | 54.5 | 51 | 58 |
Ratio Avg Win / Avg Loss | 1.2339 | 1.5091 | 0.9655 | 0.9283 | 1.0305 | 0.845 |
Largest Winning Trade | 267648 | 267648 | 30781 | 120438 | 120438 | 62713 |
Largest Losing Trade | -47596 | -47596 | -29276 | -162691 | -72379 | -162691 |
Avg Bars in Trades | 29 | 36 | 23 | 29 | 36 | 23 |
Avg Bars in Winners | 26 | 27 | 24 | 26 | 27 | 24 |
Avg Bars in Losers | 34 | 45 | 21 | 34 | 45 | 21 |
Bars Traded | 5981 | 3636 | 2344 | 5981 | 3636 | 2344 |
Profit Streak | 13.8971 | 15.0638 | 0 | 13.8971 | 15.0638 | 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 | 462060 | 415843 | -55353 | -159784 | -268792 | -136113 |
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{ "first_band": { "type": "pwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 18, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 68, "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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