Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1016238.983 | 846548.0073 | 169690.9757 | 1693237.8573 | -1858944.7423 | 3552182.5996 |
Total P&L (%) | 1016.239 | 846.548 | 169.691 | 1693.2379 | -1858.9447 | 3552.1826 |
Avg Daily Profit (%) | 0.5498 | 0.458 | 0.0918 | 0.1563 | 0 | 0.1948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -122930 | -121098 | -50057 | -3837566 | -3771976 | -1308922 |
Profit Factor | 2.7378 | 3.3879 | 1.7369 | 1.1114 | 0.8051 | 1.6275 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 45 | 17 | 28 | 45 | 17 | 28 |
Losing Trades | 52 | 32 | 20 | 52 | 32 | 20 |
Profitability (%) | 46.3918 | 34.6939 | 58.3333 | 46.3918 | 34.6939 | 58.3333 |
Ratio Avg Win / Avg Loss | 3.1636 | 6.3772 | 1.2406 | 1.2843 | 1.5154 | 1.1625 |
Largest Winning Trade | 753202 | 753202 | 43764 | 1532698 | 1532698 | 1009126 |
Largest Losing Trade | -30588 | -24573 | -30588 | -1165966 | -1165966 | -793750 |
Avg Bars in Trades | 55 | 52 | 59 | 55 | 52 | 59 |
Avg Bars in Winners | 83 | 92 | 77 | 83 | 92 | 77 |
Avg Bars in Losers | 31 | 30 | 32 | 31 | 30 | 32 |
Bars Traded | 5391 | 2554 | 2837 | 5391 | 2554 | 2837 |
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 | 543846 | 391155 | -67045 | -91445 | -583856 | 400783 |
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{ "first_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 28, "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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