Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 538864.1572 | 496157.6923 | 42706.4649 | 134874.116 | -117000.6443 | 251874.7602 |
Total P&L (%) | 538.8642 | 496.1577 | 42.7065 | 134.8741 | -117.0006 | 251.8748 |
Avg Daily Profit (%) | 0.2778 | 0.2558 | 0.022 | 0.044 | 0 | 0.0649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130539 | -95153 | -87032 | -478066 | -402031 | -191411 |
Profit Factor | 1.8316 | 2.4705 | 1.1375 | 1.0854 | 0.8707 | 1.3731 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 40.4762 | 35.7143 | 45.2381 | 40.4762 | 35.7143 | 45.2381 |
Ratio Avg Win / Avg Loss | 2.6935 | 4.4468 | 1.377 | 1.5961 | 1.5673 | 1.6621 |
Largest Winning Trade | 392392 | 392392 | 40868 | 225496 | 225496 | 180600 |
Largest Losing Trade | -45489 | -45489 | -31866 | -114586 | -114586 | -66468 |
Avg Bars in Trades | 89 | 81 | 97 | 89 | 81 | 97 |
Avg Bars in Winners | 130 | 126 | 133 | 130 | 126 | 133 |
Avg Bars in Losers | 61 | 55 | 68 | 61 | 55 | 68 |
Bars Traded | 7502 | 3406 | 4096 | 7502 | 3406 | 4096 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313153 | 262574 | -236521 | -263101 | -583512 | -106466 |
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{ "first_band": { "type": "pwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 39, "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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