Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980384.3988 | 806215.3809 | 174169.0179 | 26002245.2436 | 65087601.9866 | -39085356.743 |
Total P&L (%) | 980.3844 | 806.2154 | 174.169 | 26002.2452 | 65087.602 | -39085.3567 |
Avg Daily Profit (%) | 0.3918 | 0.3222 | 0.0696 | 0.2227 | 0.2593 | 0 |
Buy And Hold Return (%) | 855.5735 | 855.5735 | 855.5735 | 855.5735 | 855.5735 | 855.5735 |
Max Trade Drawdown | -72407 | -71214 | -78230 | -50442526 | -7117169 | -52555070 |
Profit Factor | 3.7847 | 6.0223 | 1.9093 | 1.3354 | 5.3757 | 0.3761 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 71.0526 | 68.4211 | 73.6842 | 71.0526 | 68.4211 | 73.6842 |
Ratio Avg Win / Avg Loss | 1.5419 | 2.7795 | 0.6819 | 0.5441 | 2.4811 | 0.1343 |
Largest Winning Trade | 168292 | 168292 | 67039 | 41837538 | 41837538 | 2739635 |
Largest Losing Trade | -72407 | -46156 | -72407 | -50442526 | -6978122 | -50442526 |
Avg Bars in Trades | 60 | 72 | 47 | 60 | 72 | 47 |
Avg Bars in Winners | 65 | 71 | 59 | 65 | 71 | 59 |
Avg Bars in Losers | 47 | 75 | 14 | 47 | 75 | 14 |
Bars Traded | 4587 | 2773 | 1814 | 4587 | 2773 | 1814 |
Profit Streak | 74.7389 | 129.7389 | 0 | 74.7389 | 129.7389 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154024 | -144415 | -261837 | -43347 | 733224 | -577694 |
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{ "first_band": { "type": "pwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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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