Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 919711.3819 | 873838.7336 | 45872.6483 | 72657.1718 | -117220.8725 | 189878.0443 |
Total P&L (%) | 919.7114 | 873.8387 | 45.8726 | 72.6572 | -117.2209 | 189.878 |
Avg Daily Profit (%) | 0.4746 | 0.4509 | 0.0237 | 0.0282 | 0 | 0.0549 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185916 | -139200 | -142811 | -321004 | -311414 | -121267 |
Profit Factor | 1.9352 | 2.4815 | 1.1166 | 1.0458 | 0.8818 | 1.319 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 86 | 35 | 51 | 86 | 35 | 51 |
Losing Trades | 98 | 57 | 41 | 98 | 57 | 41 |
Profitability (%) | 46.7391 | 38.0435 | 55.4348 | 46.7391 | 38.0435 | 55.4348 |
Ratio Avg Win / Avg Loss | 2.2053 | 4.0413 | 0.8976 | 1.1917 | 1.4361 | 1.0603 |
Largest Winning Trade | 793678 | 793678 | 51480 | 151177 | 151177 | 94600 |
Largest Losing Trade | -52353 | -52353 | -49063 | -91407 | -91407 | -80627 |
Avg Bars in Trades | 61 | 72 | 49 | 61 | 72 | 49 |
Avg Bars in Winners | 77 | 99 | 62 | 77 | 99 | 62 |
Avg Bars in Losers | 47 | 56 | 33 | 47 | 56 | 33 |
Bars Traded | 11270 | 6707 | 4563 | 11270 | 6707 | 4563 |
Profit Streak | 0 | 0 | 54.4753 | 0 | 0 | 54.4753 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495185 | 358322 | -255551 | -325694 | -584069 | -117984 |
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{ "first_band": { "type": "pwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 142, "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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