Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281579.1201 | 180511.1962 | 101067.9238 | 379074.2385 | 199414.1306 | 179660.1079 |
Total P&L (%) | 281.5791 | 180.5112 | 101.0679 | 379.0742 | 199.4141 | 179.6601 |
Avg Daily Profit (%) | 0.2272 | 0.1457 | 0.0816 | 0.1265 | 0.0885 | 0.083 |
Buy And Hold Return (%) | 101.5273 | 101.5273 | 101.5273 | 101.5273 | 101.5273 | 101.5273 |
Max Trade Drawdown | -71497 | -42696 | -68772 | -176356 | -137179 | -155721 |
Profit Factor | 1.7149 | 1.8528 | 1.5548 | 1.4145 | 1.3937 | 1.4404 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 57.6471 | 52.381 | 62.7907 | 57.6471 | 52.381 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.2599 | 1.6843 | 0.9213 | 1.0392 | 1.267 | 0.8535 |
Largest Winning Trade | 91541 | 91541 | 28406 | 179454 | 179454 | 70142 |
Largest Losing Trade | -42415 | -29087 | -42415 | -82449 | -82449 | -65325 |
Avg Bars in Trades | 41 | 54 | 27 | 41 | 54 | 27 |
Avg Bars in Winners | 39 | 44 | 35 | 39 | 44 | 35 |
Avg Bars in Losers | 43 | 64 | 16 | 43 | 64 | 16 |
Bars Traded | 3486 | 2283 | 1203 | 3486 | 2283 | 1203 |
Profit Streak | 6.2337 | 0 | 9.2337 | 6.2337 | 0 | 9.2337 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309324 | -3104 | -247222 | -23910 | -80889 | -88616 |
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{ "first_band": { "type": "pwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 151, "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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