Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082458.7922 | 913304.331 | 169154.4612 | 14282538.0566 | -7981492.8995 | 22264030.9562 |
Total P&L (%) | 1082.4588 | 913.3043 | 169.1545 | 14282.5381 | -7981.4929 | 22264.031 |
Avg Daily Profit (%) | 0.5799 | 0.4893 | 0.0906 | 0.2665 | 0 | 0.2902 |
Buy And Hold Return (%) | 289.0267 | 289.0267 | 289.0267 | 289.0267 | 289.0267 | 289.0267 |
Max Trade Drawdown | -139514 | -101818 | -78631 | -63568438 | -42803374 | -33282450 |
Profit Factor | 1.7495 | 2.147 | 1.2611 | 1.0464 | 0.9555 | 1.1733 |
Total Trades | 430 | 215 | 215 | 430 | 215 | 215 |
Winning Trades | 211 | 95 | 116 | 211 | 95 | 116 |
Losing Trades | 219 | 120 | 99 | 219 | 120 | 99 |
Profitability (%) | 49.0698 | 44.186 | 53.9535 | 49.0698 | 44.186 | 53.9535 |
Ratio Avg Win / Avg Loss | 1.8158 | 2.712 | 1.0763 | 1.0861 | 1.2069 | 1.0013 |
Largest Winning Trade | 231779 | 231779 | 32623 | 17078309 | 17078309 | 7096016 |
Largest Losing Trade | -47503 | -29369 | -47503 | -12685734 | -12685734 | -12351154 |
Avg Bars in Trades | 51 | 57 | 45 | 51 | 57 | 45 |
Avg Bars in Winners | 64 | 77 | 53 | 64 | 77 | 53 |
Avg Bars in Losers | 38 | 41 | 35 | 38 | 41 | 35 |
Bars Traded | 22140 | 12329 | 9811 | 22140 | 12329 | 9811 |
Profit Streak | 0 | 0 | 18.6723 | 0 | 0 | 18.6723 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505385 | 357618 | -236270 | -158996 | -580802 | -19453 |
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{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 153, "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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