Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 849270.6983 | 704832.6228 | 144438.0755 | 1582882.3635 | -63720.8934 | 1646603.2569 |
Total P&L (%) | 849.2707 | 704.8326 | 144.4381 | 1582.8824 | -63.7209 | 1646.6033 |
Avg Daily Profit (%) | 0.3516 | 0.2918 | 0.0598 | 0.1169 | -0.042 | 0.1185 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123909 | -82219 | -121248 | -3833026 | -2982814 | -1291310 |
Profit Factor | 2.145 | 2.8325 | 1.4045 | 1.1458 | 0.9895 | 1.3446 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 77 | 40 | 37 | 77 | 40 | 37 |
Profitability (%) | 38.8889 | 36.5079 | 41.2698 | 38.8889 | 36.5079 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.3708 | 4.9262 | 1.9987 | 1.8006 | 1.7209 | 1.9135 |
Largest Winning Trade | 361321 | 361321 | 65084 | 1736749 | 1736749 | 1061371 |
Largest Losing Trade | -34209 | -30170 | -34209 | -640140 | -640140 | -527984 |
Avg Bars in Trades | 55 | 51 | 60 | 55 | 51 | 60 |
Avg Bars in Winners | 101 | 96 | 106 | 101 | 96 | 106 |
Avg Bars in Losers | 26 | 25 | 28 | 26 | 25 | 28 |
Bars Traded | 7042 | 3232 | 3810 | 7042 | 3232 | 3810 |
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 | 339351 | -137976 | -261603 | -99473 | -730205 | -183309 |
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{ "first_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "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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