Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1541850.7525 | 1579519.9111 | -37669.1587 | -14557.1766 | 657618.2977 | -672175.4743 |
Total P&L (%) | 1541.8508 | 1579.5199 | -37.6692 | -14.5572 | 657.6183 | -672.1755 |
Avg Daily Profit (%) | 0.8337 | 0.8541 | -0.0204 | -0.0085 | 0.1096 | 0 |
Buy And Hold Return (%) | 54.5741 | 54.5741 | 54.5741 | 54.5741 | 54.5741 | 54.5741 |
Max Trade Drawdown | -236758 | -176664 | -99651 | -1340114 | -657472 | -754147 |
Profit Factor | 2.8744 | 4.4374 | 0.8963 | 0.9946 | 1.4858 | 0.5051 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 38.3459 | 33.3333 | 43.2836 | 38.3459 | 33.3333 | 43.2836 |
Ratio Avg Win / Avg Loss | 4.6215 | 8.8748 | 1.1744 | 1.5992 | 2.9716 | 0.6619 |
Largest Winning Trade | 1683114 | 1683114 | 30641 | 1319034 | 1319034 | 204872 |
Largest Losing Trade | -39289 | -30196 | -39289 | -289296 | -289296 | -282927 |
Avg Bars in Trades | 40 | 48 | 32 | 40 | 48 | 32 |
Avg Bars in Winners | 56 | 69 | 46 | 56 | 69 | 46 |
Avg Bars in Losers | 30 | 37 | 22 | 30 | 37 | 22 |
Bars Traded | 5383 | 3176 | 2207 | 5383 | 3176 | 2207 |
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 | 522109 | -110344 | -698681 | -582180 | -174918 | -700348 |
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{ "first_band": { "type": "pwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 98, "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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