Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1780022.1388 | 1615825.8681 | 164196.2706 | 13075770.5197 | 5679197.2176 | 7396573.302 |
Total P&L (%) | 1780.0221 | 1615.8259 | 164.1963 | 13075.7705 | 5679.1972 | 7396.5733 |
Avg Daily Profit (%) | 0.9477 | 0.8602 | 0.0874 | 0.2602 | 0.2162 | 0.2301 |
Buy And Hold Return (%) | 285.2371 | 285.2371 | 285.2371 | 285.2371 | 285.2371 | 285.2371 |
Max Trade Drawdown | -79181 | -79591 | -49872 | -3184970 | -3400655 | -2354195 |
Profit Factor | 5.0988 | 7.0835 | 1.9735 | 1.7983 | 1.5295 | 2.3083 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 38 | 14 | 24 | 38 | 14 | 24 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 33.6283 | 24.5614 | 42.8571 | 33.6283 | 24.5614 | 42.8571 |
Ratio Avg Win / Avg Loss | 10.0634 | 21.7565 | 2.6313 | 3.5493 | 4.6977 | 3.0777 |
Largest Winning Trade | 1251580 | 1251580 | 61783 | 4638047 | 4638047 | 3184136 |
Largest Losing Trade | -22759 | -17704 | -22759 | -1793893 | -1793893 | -1276678 |
Avg Bars in Trades | 48 | 41 | 54 | 48 | 41 | 54 |
Avg Bars in Winners | 108 | 117 | 103 | 108 | 117 | 103 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5433 | 2387 | 3046 | 5433 | 2387 | 3046 |
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 | 525190 | -191224 | -421113 | 212278 | -201307 | -170143 |
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{ "first_band": { "type": "pwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 3, "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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