Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490288.3505 | 434088.9814 | 56199.3691 | 421741.593 | 199181.9087 | 222559.6843 |
Total P&L (%) | 490.2884 | 434.089 | 56.1994 | 421.7416 | 199.1819 | 222.5597 |
Avg Daily Profit (%) | 0.2081 | 0.1842 | 0.0239 | 0.0701 | 0.0465 | 0.0497 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88681 | -56333 | -95901 | -516934 | -472340 | -282153 |
Profit Factor | 1.7915 | 2.2975 | 1.1973 | 1.1543 | 1.1205 | 1.2061 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 48.4536 | 51.0204 | 45.8333 | 48.4536 | 51.0204 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.9058 | 2.2056 | 1.415 | 1.228 | 1.0757 | 1.4254 |
Largest Winning Trade | 213238 | 213238 | 56079 | 380998 | 380998 | 234990 |
Largest Losing Trade | -43164 | -43164 | -30847 | -213190 | -213190 | -194838 |
Avg Bars in Trades | 69 | 86 | 51 | 69 | 86 | 51 |
Avg Bars in Winners | 95 | 112 | 77 | 95 | 112 | 77 |
Avg Bars in Losers | 43 | 58 | 30 | 43 | 58 | 30 |
Bars Traded | 6704 | 4220 | 2484 | 6704 | 4220 | 2484 |
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 | 386829 | 435217 | -166987 | -150400 | -218530 | -128534 |
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 202, "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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