Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 674686.4142 | 547513.166 | 127173.2482 | 1156767.5943 | 1705481.6 | -548714.0057 |
Total P&L (%) | 674.6864 | 547.5132 | 127.1732 | 1156.7676 | 1705.4816 | -548.714 |
Avg Daily Profit (%) | 0.2694 | 0.2187 | 0.0508 | 0.1011 | 0.1156 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162149 | -101931 | -94411 | -3449157 | -1492740 | -2686744 |
Profit Factor | 1.5548 | 1.9062 | 1.2079 | 1.0704 | 1.2189 | 0.9365 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 161 | 82 | 79 | 161 | 82 | 79 |
Losing Trades | 185 | 91 | 94 | 185 | 91 | 94 |
Profitability (%) | 46.5318 | 47.3988 | 45.6647 | 46.5318 | 47.3988 | 45.6647 |
Ratio Avg Win / Avg Loss | 1.7866 | 2.1154 | 1.4372 | 1.23 | 1.3527 | 1.1143 |
Largest Winning Trade | 218631 | 218631 | 51102 | 1330688 | 1330688 | 696713 |
Largest Losing Trade | -38113 | -29880 | -38113 | -1262743 | -504299 | -1262743 |
Avg Bars in Trades | 28 | 28 | 28 | 28 | 28 | 28 |
Avg Bars in Winners | 38 | 37 | 39 | 38 | 37 | 39 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 9925 | 5003 | 4922 | 9925 | 5003 | 4922 |
Profit Streak | 12.672 | 0 | 22.422 | 12.672 | 0 | 22.422 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458455 | 411597 | -126077 | -199261 | -39027 | -579620 |
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{ "first_band": { "type": "pwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "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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