Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541657.8513 | 464569.888 | 77087.9633 | 1259641 | 1402404.2914 | -142763.2914 |
Total P&L (%) | 541.6579 | 464.5699 | 77.088 | 1259.641 | 1402.4043 | -142.7633 |
Avg Daily Profit (%) | 0.3153 | 0.2704 | 0.0449 | 0.152 | 0.1578 | 0 |
Buy And Hold Return (%) | 80.867 | 80.867 | 80.867 | 80.867 | 80.867 | 80.867 |
Max Trade Drawdown | -106980 | -57881 | -50358 | -3242502 | -1717794 | -1590643 |
Profit Factor | 2.8091 | 3.3857 | 1.7365 | 1.1803 | 1.3232 | 0.9461 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 54.0984 | 46.6667 | 61.2903 | 54.0984 | 46.6667 | 61.2903 |
Ratio Avg Win / Avg Loss | 2.3835 | 3.8693 | 1.0967 | 1.0015 | 1.5122 | 0.5975 |
Largest Winning Trade | 279320 | 279320 | 45795 | 1243252 | 1243252 | 580311 |
Largest Losing Trade | -33517 | -26202 | -33517 | -914084 | -760565 | -914084 |
Avg Bars in Trades | 51 | 63 | 39 | 51 | 63 | 39 |
Avg Bars in Winners | 56 | 75 | 43 | 56 | 75 | 43 |
Avg Bars in Losers | 44 | 54 | 32 | 44 | 54 | 32 |
Bars Traded | 3128 | 1918 | 1210 | 3128 | 1918 | 1210 |
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 | -151285 | 450598 | -295151 | -180047 | 276125 | -579354 |
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{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 148, "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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