Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 668081.8608 | 550870.8351 | 117211.0257 | 541012.6181 | 1084878.3888 | -543865.7708 |
Total P&L (%) | 668.0819 | 550.8708 | 117.211 | 541.0126 | 1084.8784 | -543.8658 |
Avg Daily Profit (%) | 0.3773 | 0.3111 | 0.0662 | 0.105 | 0.1397 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217787 | -163543 | -98698 | -3597149 | -1724925 | -2145724 |
Profit Factor | 1.52 | 1.8198 | 1.1912 | 1.0526 | 1.2148 | 0.8962 |
Total Trades | 299 | 149 | 150 | 299 | 149 | 150 |
Winning Trades | 140 | 61 | 79 | 140 | 61 | 79 |
Losing Trades | 159 | 88 | 71 | 159 | 88 | 71 |
Profitability (%) | 46.8227 | 40.9396 | 52.6667 | 46.8227 | 40.9396 | 52.6667 |
Ratio Avg Win / Avg Loss | 1.7263 | 2.6253 | 1.0706 | 1.1954 | 1.7525 | 0.8054 |
Largest Winning Trade | 271994 | 271994 | 53742 | 1369311 | 1369311 | 503540 |
Largest Losing Trade | -51319 | -32783 | -51319 | -1166609 | -406509 | -1166609 |
Avg Bars in Trades | 23 | 26 | 20 | 23 | 26 | 20 |
Avg Bars in Winners | 30 | 38 | 24 | 30 | 38 | 24 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 6969 | 3912 | 3057 | 6969 | 3912 | 3057 |
Profit Streak | 17.4403 | 18.6903 | 17.4403 | 17.4403 | 18.6903 | 17.4403 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495566 | 345453 | -113279 | -213419 | -8250 | -579355 |
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{ "first_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 54, "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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