Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3033859.0458 | 2958233.947 | 75625.0988 | 43263303.4658 | 26976930.9379 | 16286372.5279 |
Total P&L (%) | 3033.859 | 2958.2339 | 75.6251 | 43263.3035 | 26976.9309 | 16286.3725 |
Avg Daily Profit (%) | 1.3345 | 1.3013 | 0.0333 | 0.2675 | 0.2467 | 0.2246 |
Buy And Hold Return (%) | 10080.0169 | 10080.0169 | 10080.0169 | 10080.0169 | 10080.0169 | 10080.0169 |
Max Trade Drawdown | -106567 | -65377 | -56633 | -20333515 | -23044585 | -5074644 |
Profit Factor | 6.7721 | 10.1367 | 1.3747 | 1.7343 | 1.6168 | 2.0726 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 48.913 | 41.3043 | 56.5217 | 48.913 | 41.3043 | 56.5217 |
Ratio Avg Win / Avg Loss | 7.0731 | 14.4048 | 1.0575 | 1.8114 | 2.2976 | 1.5943 |
Largest Winning Trade | 2048715 | 2048715 | 49991 | 31010244 | 31010244 | 7206092 |
Largest Losing Trade | -31827 | -31827 | -24848 | -15488820 | -15488820 | -4495023 |
Avg Bars in Trades | 70 | 97 | 44 | 70 | 97 | 44 |
Avg Bars in Winners | 86 | 136 | 49 | 86 | 136 | 49 |
Avg Bars in Losers | 56 | 70 | 37 | 56 | 70 | 37 |
Bars Traded | 6530 | 4491 | 2039 | 6530 | 4491 | 2039 |
Profit Streak | 143.7633 | 143.7633 | 182.0966 | 143.7633 | 143.7633 | 182.0966 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142383 | -145994 | -311413 | 402323 | 207085 | 180466 |
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{ "first_band": { "type": "pwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 184, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 184, "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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