Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 678618.8646 | 664775.3638 | 13843.5008 | 471303.7543 | 1358835.02 | -887531.2657 |
Total P&L (%) | 678.6189 | 664.7754 | 13.8435 | 471.3038 | 1358.835 | -887.5313 |
Avg Daily Profit (%) | 0.3756 | 0.3679 | 0.0077 | 0.0965 | 0.1484 | 0 |
Buy And Hold Return (%) | 160.792 | 160.792 | 160.792 | 160.792 | 160.792 | 160.792 |
Max Trade Drawdown | -174282 | -79330 | -110686 | -3488920 | -1986396 | -1530809 |
Profit Factor | 2.3517 | 3.9031 | 1.0507 | 1.082 | 1.4859 | 0.6993 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 39.6825 | 38.7097 | 40.625 | 39.6825 | 38.7097 | 40.625 |
Ratio Avg Win / Avg Loss | 3.5745 | 6.1798 | 1.5356 | 1.6446 | 2.3527 | 1.0221 |
Largest Winning Trade | 298608 | 298608 | 70358 | 1849172 | 1849172 | 410635 |
Largest Losing Trade | -53571 | -53571 | -37805 | -1462028 | -1462028 | -829795 |
Avg Bars in Trades | 55 | 51 | 58 | 55 | 51 | 58 |
Avg Bars in Winners | 90 | 89 | 90 | 90 | 89 | 90 |
Avg Bars in Losers | 31 | 27 | 36 | 31 | 27 | 36 |
Bars Traded | 3466 | 1591 | 1875 | 3466 | 1591 | 1875 |
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 | -143299 | 357473 | -515698 | -351836 | 123277 | -582789 |
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{ "first_band": { "type": "pwma", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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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