Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612574.2895 | 615742.8201 | -3168.5306 | -33425.7933 | 92335.9058 | -125761.6991 |
Total P&L (%) | 612.5743 | 615.7428 | -3.1685 | -33.4258 | 92.3359 | -125.7617 |
Avg Daily Profit (%) | 0.381 | 0.3829 | -0.002 | -0.0253 | 0.0407 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221107 | -186330 | -119080 | -553316 | -430992 | -211904 |
Profit Factor | 1.9338 | 2.6787 | 0.989 | 0.9694 | 1.1417 | 0.7149 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 45.9459 | 32.4324 | 59.4595 | 45.9459 | 32.4324 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.275 | 5.5806 | 0.6743 | 1.1405 | 2.3784 | 0.4874 |
Largest Winning Trade | 472077 | 472077 | 66533 | 472077 | 472077 | 115515 |
Largest Losing Trade | -49244 | -43957 | -49244 | -232441 | -232441 | -135876 |
Avg Bars in Trades | 41 | 45 | 36 | 41 | 45 | 36 |
Avg Bars in Winners | 40 | 43 | 39 | 40 | 43 | 39 |
Avg Bars in Losers | 41 | 46 | 33 | 41 | 46 | 33 |
Bars Traded | 3040 | 1679 | 1361 | 3040 | 1679 | 1361 |
Profit Streak | 50.3038 | 50.3038 | 81.3038 | 50.3038 | 50.3038 | 81.3038 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -55681 | 304178 | -578583 | -648049 | -208423 | -578583 |
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{ "first_band": { "type": "pwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 142, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 99, "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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