Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195634.8878 | 1228873.087 | -33238.1992 | 382590.8898 | 2657894.2685 | -2275303.3787 |
Total P&L (%) | 1195.6349 | 1228.8731 | -33.2382 | 382.5909 | 2657.8943 | -2275.3034 |
Avg Daily Profit (%) | 0.6551 | 0.6734 | -0.0182 | 0.0863 | 0.1819 | 0 |
Buy And Hold Return (%) | 817.0306 | 817.0306 | 817.0306 | 817.0306 | 817.0306 | 817.0306 |
Max Trade Drawdown | -238015 | -160110 | -102726 | -4556982 | -2612390 | -2688451 |
Profit Factor | 2.6815 | 4.54 | 0.9087 | 1.0445 | 1.7297 | 0.5413 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 45.122 | 48.7805 | 41.4634 | 45.122 | 48.7805 | 41.4634 |
Ratio Avg Win / Avg Loss | 3.2613 | 4.767 | 1.2828 | 1.2703 | 1.8162 | 0.7641 |
Largest Winning Trade | 639074 | 639074 | 75951 | 3621665 | 3621665 | 857069 |
Largest Losing Trade | -50111 | -35399 | -50111 | -1489654 | -1148442 | -1489654 |
Avg Bars in Trades | 63 | 75 | 51 | 63 | 75 | 51 |
Avg Bars in Winners | 70 | 88 | 49 | 70 | 88 | 49 |
Avg Bars in Losers | 57 | 63 | 52 | 57 | 63 | 52 |
Bars Traded | 5198 | 3100 | 2098 | 5198 | 3100 | 2098 |
Profit Streak | 29.3546 | 0 | 63.0213 | 29.3546 | 0 | 63.0213 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -14703 | 320671 | -581836 | -425276 | 282142 | -583502 |
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{ "first_band": { "type": "pwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 151, "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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