Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707126.7997 | 621188.3872 | 85938.4125 | -14483.7662 | 76921.5818 | -91405.348 |
Total P&L (%) | 707.1268 | 621.1884 | 85.9384 | -14.4838 | 76.9216 | -91.4053 |
Avg Daily Profit (%) | 0.4788 | 0.4206 | 0.0582 | -0.0106 | 0.0386 | -0.166 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -244228 | -170669 | -135876 | -1300697 | -902580 | -1160947 |
Profit Factor | 1.4662 | 1.7438 | 1.1261 | 0.9984 | 1.0168 | 0.9798 |
Total Trades | 492 | 246 | 246 | 492 | 246 | 246 |
Winning Trades | 205 | 84 | 121 | 205 | 84 | 121 |
Losing Trades | 287 | 162 | 125 | 287 | 162 | 125 |
Profitability (%) | 41.6667 | 34.1463 | 49.187 | 41.6667 | 34.1463 | 49.187 |
Ratio Avg Win / Avg Loss | 2.0527 | 3.3631 | 1.1633 | 1.3978 | 1.9609 | 1.0121 |
Largest Winning Trade | 628400 | 628400 | 37023 | 554387 | 554387 | 277246 |
Largest Losing Trade | -37022 | -29808 | -37022 | -445670 | -187563 | -445670 |
Avg Bars in Trades | 35 | 34 | 37 | 35 | 34 | 37 |
Avg Bars in Winners | 49 | 54 | 46 | 49 | 54 | 46 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 17587 | 8394 | 9193 | 17587 | 8394 | 9193 |
Profit Streak | 0 | 0 | 9.7129 | 0 | 0 | 9.7129 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430636 | 280649 | -195967 | -579781 | -347698 | -578031 |
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{ "first_band": { "type": "pwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "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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