Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80480.522 | 15868.9444 | 64611.5776 | 98247.8198 | 20548.9766 | 77698.8432 |
Total P&L (%) | 80.4805 | 15.8689 | 64.6116 | 98.2478 | 20.549 | 77.6988 |
Avg Daily Profit (%) | 0.5695 | 0.1123 | 0.4572 | 0.4855 | 0.1323 | 0.4077 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -15852 | -17361 | -9648 | -15966 | -17500 | -9552 |
Profit Factor | 2.1108 | 1.5023 | 2.5812 | 2.29 | 1.6028 | 2.8466 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 44.9275 | 42.8571 | 47.0588 | 44.9275 | 42.8571 | 47.0588 |
Ratio Avg Win / Avg Loss | 2.5874 | 2.0031 | 2.9038 | 2.8071 | 2.1371 | 3.2024 |
Largest Winning Trade | 28593 | 28593 | 27880 | 43469 | 34886 | 43469 |
Largest Losing Trade | -6482 | -6482 | -6331 | -6782 | -6782 | -6527 |
Avg Bars in Trades | 92 | 41 | 145 | 92 | 41 | 145 |
Avg Bars in Winners | 123 | 56 | 185 | 123 | 56 | 185 |
Avg Bars in Losers | 67 | 29 | 110 | 67 | 29 | 110 |
Bars Traded | 6394 | 1438 | 4956 | 6394 | 1438 | 4956 |
Profit Streak | 0 | 0 | 412.7102 | 0 | 0 | 412.7102 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -95230 | -54846 | 446766 | -95603 | -24403 | 462891 |
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{ "first_band": { "type": "pwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 37, "offset": 38 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 37, "offset": 38 } } }
# | 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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