Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 647634.2972 | 611299.7595 | 36334.5377 | 317702.3018 | 262718.0749 | 54984.2268 |
Total P&L (%) | 647.6343 | 611.2998 | 36.3345 | 317.7023 | 262.7181 | 54.9842 |
Avg Daily Profit (%) | 0.356 | 0.336 | 0.02 | 0.0786 | 0.0708 | 0.0241 |
Buy And Hold Return (%) | 221.1924 | 221.1924 | 221.1924 | 221.1924 | 221.1924 | 221.1924 |
Max Trade Drawdown | -170035 | -124303 | -133497 | -399551 | -423987 | -191616 |
Profit Factor | 2.0042 | 2.7418 | 1.1236 | 1.207 | 1.2807 | 1.0918 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 47.4359 | 46.1538 | 48.7179 | 47.4359 | 46.1538 | 48.7179 |
Ratio Avg Win / Avg Loss | 2.2208 | 3.1987 | 1.1827 | 1.3375 | 1.4942 | 1.1493 |
Largest Winning Trade | 155509 | 155509 | 56907 | 200612 | 200612 | 152570 |
Largest Losing Trade | -76317 | -49069 | -76317 | -234743 | -234743 | -122272 |
Avg Bars in Trades | 90 | 119 | 61 | 90 | 119 | 61 |
Avg Bars in Winners | 110 | 142 | 81 | 110 | 142 | 81 |
Avg Bars in Losers | 71 | 99 | 42 | 71 | 99 | 42 |
Bars Traded | 7031 | 4644 | 2387 | 7031 | 4644 | 2387 |
Profit Streak | 30.1781 | 41.9281 | 0 | 30.1781 | 41.9281 | 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 | -29230 | 366704 | -417007 | -157742 | -206670 | -446448 |
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{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 244, "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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