Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 937166.8836 | 800639.8164 | 136527.0672 | 14186464.4311 | 18582190.2914 | -4395725.8603 |
Total P&L (%) | 937.1669 | 800.6398 | 136.5271 | 14186.4644 | 18582.1903 | -4395.7259 |
Avg Daily Profit (%) | 0.3744 | 0.3199 | 0.0545 | 0.1984 | 0.2092 | 0 |
Buy And Hold Return (%) | 877.4679 | 877.4679 | 877.4679 | 877.4679 | 877.4679 | 877.4679 |
Max Trade Drawdown | -84084 | -75458 | -86167 | -6997237 | -2404121 | -5250058 |
Profit Factor | 3.8132 | 6.398 | 1.7388 | 2.187 | 5.6912 | 0.4499 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 65.2778 | 63.8889 | 66.6667 | 65.2778 | 63.8889 | 66.6667 |
Ratio Avg Win / Avg Loss | 2.0283 | 3.6163 | 0.8694 | 1.1633 | 3.2168 | 0.2249 |
Largest Winning Trade | 354937 | 354937 | 62570 | 15194253 | 15194253 | 664498 |
Largest Losing Trade | -67495 | -40801 | -67495 | -2994035 | -1864655 | -2994035 |
Avg Bars in Trades | 63 | 77 | 49 | 63 | 77 | 49 |
Avg Bars in Winners | 73 | 90 | 57 | 73 | 90 | 57 |
Avg Bars in Losers | 44 | 54 | 33 | 44 | 54 | 33 |
Bars Traded | 4577 | 2792 | 1785 | 4577 | 2792 | 1785 |
Profit Streak | 86.9043 | 101.4043 | 0 | 86.9043 | 101.4043 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -209119 | -145430 | -283180 | -69886 | 690283 | -578619 |
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{ "first_band": { "type": "pwma", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "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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