Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396198.6875 | 341706.4454 | 54492.2421 | 64266.5237 | 229752.53 | -165486.0063 |
Total P&L (%) | 396.1987 | 341.7064 | 54.4922 | 64.2665 | 229.7525 | -165.486 |
Avg Daily Profit (%) | 0.2078 | 0.1792 | 0.0286 | 0.026 | 0.0626 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95792 | -96871 | -123183 | -558057 | -506511 | -643171 |
Profit Factor | 1.4615 | 1.8687 | 1.1172 | 1.0188 | 1.1422 | 0.9085 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 48.3516 | 46.1538 | 50.5495 | 48.3516 | 46.1538 | 50.5495 |
Ratio Avg Win / Avg Loss | 1.5612 | 2.1801 | 1.0929 | 1.0882 | 1.3326 | 0.8888 |
Largest Winning Trade | 181379 | 181379 | 47822 | 243095 | 243095 | 127051 |
Largest Losing Trade | -72919 | -31802 | -72919 | -454145 | -182580 | -454145 |
Avg Bars in Trades | 61 | 66 | 56 | 61 | 66 | 56 |
Avg Bars in Winners | 74 | 77 | 71 | 74 | 77 | 71 |
Avg Bars in Losers | 48 | 56 | 40 | 48 | 56 | 40 |
Bars Traded | 11132 | 6006 | 5126 | 11132 | 6006 | 5126 |
Profit Streak | 0 | 0 | 41.1099 | 0 | 0 | 41.1099 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366553 | 330607 | -246187 | -358044 | -175240 | -579592 |
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{ "first_band": { "type": "pwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 121, "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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