Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77672.0379 | 44664.7494 | 33007.2885 | 74418.2296 | 49845.5504 | 24572.6791 |
Total P&L (%) | 77.672 | 44.6647 | 33.0073 | 74.4182 | 49.8456 | 24.5727 |
Avg Daily Profit (%) | 0.5592 | 0.3215 | 0.2376 | 0.4013 | 0.2916 | 0.1583 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39847 | -36305 | -32186 | -37445 | -32439 | -36308 |
Profit Factor | 1.2192 | 1.2428 | 1.1937 | 1.2055 | 1.2712 | 1.1378 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 143 | 70 | 73 | 143 | 70 | 73 |
Losing Trades | 152 | 77 | 75 | 152 | 77 | 75 |
Profitability (%) | 48.4746 | 47.619 | 49.3243 | 48.4746 | 47.619 | 49.3243 |
Ratio Avg Win / Avg Loss | 1.2959 | 1.3671 | 1.2264 | 1.2814 | 1.3983 | 1.169 |
Largest Winning Trade | 19114 | 19114 | 12880 | 19856 | 19856 | 12367 |
Largest Losing Trade | -14890 | -14890 | -14483 | -16026 | -11586 | -16026 |
Avg Bars in Trades | 44 | 45 | 43 | 44 | 45 | 43 |
Avg Bars in Winners | 51 | 52 | 50 | 51 | 52 | 50 |
Avg Bars in Losers | 37 | 39 | 35 | 37 | 39 | 35 |
Bars Traded | 13091 | 6708 | 6383 | 13091 | 6708 | 6383 |
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 | 340172 | 133728 | -4586 | 288582 | 147332 | -67730 |
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{ "first_band": { "type": "pwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 126, "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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