Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2780336.4669 | 2676652.4026 | 103684.0643 | 109350325.1679 | 100402130.8282 | 8948194.3397 |
Total P&L (%) | 2780.3365 | 2676.6524 | 103.6841 | 109350.3252 | 100402.1308 | 8948.1943 |
Avg Daily Profit (%) | 1.2229 | 1.1773 | 0.0456 | 0.3083 | 0.3045 | 0.1984 |
Buy And Hold Return (%) | 10277.5322 | 10277.5322 | 10277.5322 | 10277.5322 | 10277.5322 | 10277.5322 |
Max Trade Drawdown | -59275 | -89423 | -43923 | -56554428 | -68656415 | -40863188 |
Profit Factor | 9.2736 | 12.5467 | 1.9947 | 1.7861 | 2.0562 | 1.2031 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 58.7302 | 51.6129 | 65.625 | 58.7302 | 51.6129 | 65.625 |
Ratio Avg Win / Avg Loss | 6.5166 | 11.7625 | 1.0448 | 1.2551 | 1.9277 | 0.6302 |
Largest Winning Trade | 1801610 | 1801610 | 34107 | 105889800 | 105889800 | 12101986 |
Largest Losing Trade | -36593 | -36593 | -28863 | -52317038 | -52317038 | -40863188 |
Avg Bars in Trades | 69 | 101 | 38 | 69 | 101 | 38 |
Avg Bars in Winners | 71 | 107 | 44 | 71 | 107 | 44 |
Avg Bars in Losers | 65 | 95 | 25 | 65 | 95 | 25 |
Bars Traded | 4361 | 3144 | 1217 | 4361 | 3144 | 1217 |
Profit Streak | 0 | 111.3778 | 0 | 0 | 111.3778 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -293584 | -142628 | -293105 | -138628 | 502808 | -157935 |
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{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 137, "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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