Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760058.7657 | 675370.2084 | 84688.5573 | 1592785.1345 | 1253106.9341 | 339678.2004 |
Total P&L (%) | 760.0588 | 675.3702 | 84.6886 | 1592.7851 | 1253.1069 | 339.6782 |
Avg Daily Profit (%) | 0.4127 | 0.3668 | 0.046 | 0.1537 | 0.1416 | 0.0804 |
Buy And Hold Return (%) | 176.6431 | 176.6431 | 176.6431 | 176.6431 | 176.6431 | 176.6431 |
Max Trade Drawdown | -64342 | -71135 | -44331 | -891681 | -405960 | -652119 |
Profit Factor | 2.7939 | 4.5736 | 1.3608 | 1.5853 | 1.9759 | 1.2363 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.1931 | 5.227 | 1.5553 | 1.8117 | 2.2582 | 1.4129 |
Largest Winning Trade | 461484 | 461484 | 54348 | 651478 | 651478 | 401641 |
Largest Losing Trade | -57572 | -39294 | -57572 | -405960 | -405960 | -390602 |
Avg Bars in Trades | 56 | 72 | 40 | 56 | 72 | 40 |
Avg Bars in Winners | 86 | 113 | 60 | 86 | 113 | 60 |
Avg Bars in Losers | 30 | 37 | 23 | 30 | 37 | 23 |
Bars Traded | 3407 | 2182 | 1225 | 3407 | 2182 | 1225 |
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 | -161560 | 475998 | -297042 | -164215 | -1233 | -94592 |
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{ "first_band": { "type": "pwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 172, "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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