Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474858.3256 | 1433242.3582 | 41615.9674 | 1392826.144 | 3163965.1942 | -1771139.0502 |
Total P&L (%) | 1474.8583 | 1433.2424 | 41.616 | 1392.8261 | 3163.9652 | -1771.1391 |
Avg Daily Profit (%) | 0.8141 | 0.7911 | 0.023 | 0.1493 | 0.1926 | 0 |
Buy And Hold Return (%) | 576.7083 | 576.7083 | 576.7083 | 576.7083 | 576.7083 | 576.7083 |
Max Trade Drawdown | -142932 | -76541 | -95856 | -2694394 | -1536324 | -2367320 |
Profit Factor | 3.1196 | 4.9481 | 1.125 | 1.1555 | 1.6839 | 0.5908 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 44.086 | 34.0426 | 54.3478 | 44.086 | 34.0426 | 54.3478 |
Ratio Avg Win / Avg Loss | 3.9566 | 9.587 | 0.945 | 1.4655 | 3.2625 | 0.4963 |
Largest Winning Trade | 676538 | 676538 | 63756 | 2543427 | 2543427 | 491856 |
Largest Losing Trade | -56841 | -33283 | -56841 | -1506654 | -527060 | -1506654 |
Avg Bars in Trades | 55 | 71 | 39 | 55 | 71 | 39 |
Avg Bars in Winners | 72 | 128 | 36 | 72 | 128 | 36 |
Avg Bars in Losers | 42 | 41 | 42 | 42 | 41 | 42 |
Bars Traded | 5155 | 3340 | 1815 | 5155 | 3340 | 1815 |
Profit Streak | 86.9207 | 86.9207 | 203.5873 | 86.9207 | 86.9207 | 203.5873 |
Trades During Streak | 4 | 2 | 5 | 4 | 2 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539619 | 433041 | -410548 | -47501 | 179689 | -578729 |
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{ "first_band": { "type": "pwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "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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