Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2991555.3828 | 2949296.923 | 42258.4598 | 20741954.5738 | 14000047.2185 | 6741907.3553 |
Total P&L (%) | 2991.5554 | 2949.2969 | 42.2585 | 20741.9546 | 14000.0472 | 6741.9074 |
Avg Daily Profit (%) | 1.3163 | 1.2977 | 0.0186 | 0.2352 | 0.218 | 0.1861 |
Buy And Hold Return (%) | 8605.8182 | 8605.8182 | 8605.8182 | 8605.8182 | 8605.8182 | 8605.8182 |
Max Trade Drawdown | -137189 | -117205 | -61262 | -8823961 | -7621455 | -2214058 |
Profit Factor | 6.5641 | 9.3818 | 1.2275 | 1.9443 | 1.8606 | 2.1835 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 47.8261 | 43.4783 | 52.1739 | 47.8261 | 43.4783 | 52.1739 |
Ratio Avg Win / Avg Loss | 7.1609 | 12.1964 | 1.1252 | 2.1211 | 2.4187 | 2.0015 |
Largest Winning Trade | 2203140 | 2203140 | 43792 | 7092679 | 7092679 | 2442792 |
Largest Losing Trade | -29945 | -29945 | -22851 | -3017944 | -3017944 | -999002 |
Avg Bars in Trades | 70 | 97 | 44 | 70 | 97 | 44 |
Avg Bars in Winners | 90 | 136 | 52 | 90 | 136 | 52 |
Avg Bars in Losers | 52 | 66 | 36 | 52 | 66 | 36 |
Bars Traded | 6529 | 4474 | 2055 | 6529 | 4474 | 2055 |
Profit Streak | 140.338 | 227.338 | 140.338 | 140.338 | 227.338 | 140.338 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142852 | -144733 | -332835 | 311774 | 45481 | -152388 |
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{ "first_band": { "type": "pwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 191, "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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