Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1861238.3067 | 1740297.0133 | 120941.2934 | 3073877.8437 | 1003118.1026 | 2070759.7411 |
Total P&L (%) | 1861.2383 | 1740.297 | 120.9413 | 3073.8778 | 1003.1181 | 2070.7597 |
Avg Daily Profit (%) | 0.9974 | 0.9326 | 0.0648 | 0.1855 | 0.1287 | 0.1651 |
Buy And Hold Return (%) | 46.4424 | 46.4424 | 46.4424 | 46.4424 | 46.4424 | 46.4424 |
Max Trade Drawdown | -71157 | -84247 | -59905 | -3856287 | -3354412 | -2442258 |
Profit Factor | 4.906 | 7.8694 | 1.5419 | 1.1758 | 1.104 | 1.2639 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 49.4505 | 50 | 48.8889 | 49.4505 | 50 | 48.8889 |
Ratio Avg Win / Avg Loss | 5.015 | 7.8694 | 1.612 | 1.2019 | 1.104 | 1.3214 |
Largest Winning Trade | 1629404 | 1629404 | 65764 | 2208537 | 2208537 | 1352788 |
Largest Losing Trade | -36503 | -24862 | -36503 | -1797821 | -1334900 | -1797821 |
Avg Bars in Trades | 59 | 67 | 51 | 59 | 67 | 51 |
Avg Bars in Winners | 71 | 76 | 65 | 71 | 76 | 65 |
Avg Bars in Losers | 47 | 57 | 37 | 47 | 57 | 37 |
Bars Traded | 5384 | 3085 | 2299 | 5384 | 3085 | 2299 |
Profit Streak | 9.8891 | 20.8891 | 0 | 9.8891 | 20.8891 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 783233 | 807671 | -107544 | -18564 | -126197 | 260517 |
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{ "first_band": { "type": "pwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "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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