Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331473.1008 | 82395.8303 | 249077.2705 | 828104.7826 | 379972.2421 | 448132.5405 |
Total P&L (%) | 331.4731 | 82.3958 | 249.0773 | 828.1048 | 379.9722 | 448.1325 |
Avg Daily Profit (%) | 0.255 | 0.0634 | 0.1916 | 0.1716 | 0.1207 | 0.131 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46825 | -23293 | -55880 | -315258 | -136262 | -400797 |
Profit Factor | 2.3416 | 1.7964 | 2.7343 | 1.8854 | 2.3185 | 1.6925 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 52.3077 | 51.5152 | 53.125 | 52.3077 | 51.5152 | 53.125 |
Ratio Avg Win / Avg Loss | 2.135 | 1.6907 | 2.4127 | 1.7191 | 2.1821 | 1.4934 |
Largest Winning Trade | 67146 | 30412 | 67146 | 322244 | 149089 | 322244 |
Largest Losing Trade | -37317 | -30717 | -37317 | -234215 | -86560 | -234215 |
Avg Bars in Trades | 114 | 31 | 200 | 114 | 31 | 200 |
Avg Bars in Winners | 170 | 36 | 305 | 170 | 36 | 305 |
Avg Bars in Losers | 52 | 26 | 81 | 52 | 26 | 81 |
Bars Traded | 7440 | 1036 | 6404 | 7440 | 1036 | 6404 |
Profit Streak | 0 | 0 | 77.2317 | 0 | 0 | 77.2317 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123149 | -104707 | 507735 | -124326 | -27223 | -14738 |
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 74, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 74, "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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