Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1148762.7172 | 967764.5541 | 180998.1631 | 38275576.0686 | 56163865.1233 | -17888289.0547 |
Total P&L (%) | 1148.7627 | 967.7646 | 180.9982 | 38275.5761 | 56163.8651 | -17888.2891 |
Avg Daily Profit (%) | 0.6338 | 0.534 | 0.0999 | 0.3288 | 0.35 | 0 |
Buy And Hold Return (%) | 514.1562 | 514.1562 | 514.1562 | 514.1562 | 514.1562 | 514.1562 |
Max Trade Drawdown | -73133 | -62937 | -51022 | -91777962 | -45474998 | -52601270 |
Profit Factor | 2.5648 | 3.8701 | 1.456 | 1.1224 | 1.3871 | 0.8932 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Profitability (%) | 40 | 39.1753 | 40.8163 | 40 | 39.1753 | 40.8163 |
Ratio Avg Win / Avg Loss | 3.8472 | 6.0089 | 2.1112 | 1.6836 | 2.1536 | 1.2952 |
Largest Winning Trade | 234268 | 234268 | 67263 | 55462975 | 55462975 | 22796324 |
Largest Losing Trade | -26743 | -20954 | -26743 | -19682165 | -17571250 | -19682165 |
Avg Bars in Trades | 109 | 104 | 114 | 109 | 104 | 114 |
Avg Bars in Winners | 187 | 175 | 198 | 187 | 175 | 198 |
Avg Bars in Losers | 58 | 59 | 56 | 58 | 59 | 56 |
Bars Traded | 21387 | 10169 | 11218 | 21387 | 10169 | 11218 |
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 | 303868 | 204462 | -227146 | -78478 | 235509 | -582975 |
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{ "first_band": { "type": "pwma", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 23, "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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