Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77121.1096 | 13757.2081 | 63363.9015 | 90323.8036 | 16705.2494 | 73618.5541 |
Total P&L (%) | 77.1211 | 13.7572 | 63.3639 | 90.3238 | 16.7052 | 73.6186 |
Avg Daily Profit (%) | 0.5458 | 0.0974 | 0.4484 | 0.4565 | 0.1094 | 0.3912 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22155 | -20213 | -16014 | -22285 | -20964 | -15427 |
Profit Factor | 2.2413 | 1.4737 | 2.9152 | 2.4382 | 1.5646 | 3.2161 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 48.2759 | 51.7241 | 44.8276 | 48.2759 | 51.7241 | 44.8276 |
Ratio Avg Win / Avg Loss | 2.4014 | 1.3754 | 3.5879 | 2.6123 | 1.4603 | 3.9583 |
Largest Winning Trade | 30051 | 29996 | 30051 | 44191 | 33931 | 44191 |
Largest Losing Trade | -7856 | -6639 | -7856 | -7976 | -7219 | -7976 |
Avg Bars in Trades | 110 | 40 | 181 | 110 | 40 | 181 |
Avg Bars in Winners | 173 | 55 | 310 | 173 | 55 | 310 |
Avg Bars in Losers | 52 | 24 | 77 | 52 | 24 | 77 |
Bars Traded | 6435 | 1165 | 5270 | 6435 | 1165 | 5270 |
Profit Streak | 0 | 410.3203 | 0 | 0 | 410.3203 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167101 | -111006 | 397004 | -167485 | -54614 | 416229 |
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{ "first_band": { "type": "pwma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 62, "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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