Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200313.3978 | 315214.5442 | -114901.1464 | -91030.0503 | 210955.115 | -301985.1653 |
Total P&L (%) | 200.3134 | 315.2145 | -114.9011 | -91.0301 | 210.9551 | -301.9852 |
Avg Daily Profit (%) | 0.1055 | 0.1661 | -0.0605 | -0.1269 | 0.0598 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -282629 | -142524 | -249924 | -411124 | -248195 | -341500 |
Profit Factor | 1.1061 | 1.3243 | 0.8745 | 0.9405 | 1.2958 | 0.6302 |
Total Trades | 425 | 213 | 212 | 425 | 213 | 212 |
Winning Trades | 204 | 99 | 105 | 204 | 99 | 105 |
Losing Trades | 221 | 114 | 107 | 221 | 114 | 107 |
Profitability (%) | 48 | 46.4789 | 49.5283 | 48 | 46.4789 | 49.5283 |
Ratio Avg Win / Avg Loss | 1.1983 | 1.525 | 0.8912 | 1.0189 | 1.4922 | 0.6422 |
Largest Winning Trade | 120868 | 120868 | 38250 | 199653 | 199653 | 52963 |
Largest Losing Trade | -42216 | -42216 | -39722 | -106087 | -106087 | -97004 |
Avg Bars in Trades | 53 | 64 | 41 | 53 | 64 | 41 |
Avg Bars in Winners | 64 | 78 | 50 | 64 | 78 | 50 |
Avg Bars in Losers | 42 | 52 | 32 | 42 | 52 | 32 |
Bars Traded | 22549 | 13799 | 8749 | 22549 | 13799 | 8749 |
Profit Streak | 18.6256 | 18.6256 | 32.2089 | 18.6256 | 18.6256 | 32.2089 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153404 | 303341 | -579410 | -576602 | -113287 | -579410 |
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{ "first_band": { "type": "pwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "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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