Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 128292.8275 | 72639.2664 | 55653.5611 | 98692.6873 | 76609.4528 | 22083.2345 |
Total P&L (%) | 128.2928 | 72.6393 | 55.6536 | 98.6927 | 76.6095 | 22.0832 |
Avg Daily Profit (%) | 0.2223 | 0.1259 | 0.0964 | 0.119 | 0.0986 | 0.0346 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58132 | -44832 | -46937 | -101451 | -83900 | -78643 |
Profit Factor | 1.3193 | 1.3685 | 1.272 | 1.1709 | 1.2716 | 1.0748 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 102 | 53 | 49 | 102 | 53 | 49 |
Profitability (%) | 49 | 47 | 51 | 49 | 47 | 51 |
Ratio Avg Win / Avg Loss | 1.3732 | 1.5432 | 1.2221 | 1.2187 | 1.4339 | 1.0326 |
Largest Winning Trade | 47812 | 36854 | 47812 | 63211 | 47856 | 63211 |
Largest Losing Trade | -19709 | -12898 | -19709 | -25837 | -22498 | -25837 |
Avg Bars in Trades | 67 | 73 | 60 | 67 | 73 | 60 |
Avg Bars in Winners | 90 | 101 | 79 | 90 | 101 | 79 |
Avg Bars in Losers | 45 | 48 | 41 | 45 | 48 | 41 |
Bars Traded | 13422 | 7325 | 6098 | 13422 | 7325 | 6098 |
Profit Streak | 503.0229 | 503.0229 | 504.5229 | 503.0229 | 503.0229 | 504.5229 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346865 | -24245 | -64851 | -64955 | -62301 | -290055 |
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{ "first_band": { "type": "pwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 135, "offset": 0 } } }
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# | 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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