Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997411.1552 | 864845.9924 | 132565.1628 | 1683805.2985 | 1550897.8268 | 132907.4717 |
Total P&L (%) | 997.4112 | 864.846 | 132.5652 | 1683.8053 | 1550.8978 | 132.9075 |
Avg Daily Profit (%) | 0.5307 | 0.4601 | 0.0705 | 0.1534 | 0.1493 | 0.045 |
Buy And Hold Return (%) | 43.6007 | 43.6007 | 43.6007 | 43.6007 | 43.6007 | 43.6007 |
Max Trade Drawdown | -241975 | -143204 | -156143 | -1948506 | -1056003 | -1003250 |
Profit Factor | 2.6937 | 3.5933 | 1.5191 | 1.4565 | 1.7171 | 1.0871 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 57.4713 | 55.814 | 59.0909 | 57.4713 | 55.814 | 59.0909 |
Ratio Avg Win / Avg Loss | 1.9934 | 2.8447 | 1.0517 | 1.0778 | 1.3594 | 0.7526 |
Largest Winning Trade | 525943 | 525943 | 49088 | 1047744 | 1047744 | 361954 |
Largest Losing Trade | -45522 | -37211 | -45522 | -538567 | -538567 | -430331 |
Avg Bars in Trades | 80 | 102 | 58 | 80 | 102 | 58 |
Avg Bars in Winners | 84 | 98 | 72 | 84 | 98 | 72 |
Avg Bars in Losers | 73 | 107 | 37 | 73 | 107 | 37 |
Bars Traded | 6973 | 4399 | 2574 | 6973 | 4399 | 2574 |
Profit Streak | 102.5294 | 102.7794 | 102.5294 | 102.5294 | 102.7794 | 102.5294 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 669545 | 676342 | -98221 | 405910 | 380745 | -260067 |
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{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 229, "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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