Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1034571.2474 | 1007831.2983 | 26739.949 | 1501418.152 | 2015839.0778 | -514420.9258 |
Total P&L (%) | 1034.5712 | 1007.8313 | 26.7399 | 1501.4182 | 2015.8391 | -514.4209 |
Avg Daily Profit (%) | 0.5652 | 0.5506 | 0.0146 | 0.1516 | 0.1669 | 0 |
Buy And Hold Return (%) | 668.3882 | 668.3882 | 668.3882 | 668.3882 | 668.3882 | 668.3882 |
Max Trade Drawdown | -72575 | -87505 | -58872 | -1374964 | -952320 | -871211 |
Profit Factor | 3.2619 | 5.5857 | 1.1125 | 1.3191 | 1.8958 | 0.7904 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 50 | 48.3871 | 51.6129 | 50 | 48.3871 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.2619 | 5.9581 | 1.043 | 1.3191 | 2.0222 | 0.741 |
Largest Winning Trade | 553646 | 553646 | 72519 | 1672097 | 1672097 | 565113 |
Largest Losing Trade | -37046 | -36074 | -37046 | -490458 | -490458 | -473572 |
Avg Bars in Trades | 83 | 83 | 84 | 83 | 83 | 84 |
Avg Bars in Winners | 112 | 110 | 114 | 112 | 110 | 114 |
Avg Bars in Losers | 55 | 57 | 52 | 55 | 57 | 52 |
Bars Traded | 5197 | 2589 | 2608 | 5197 | 2589 | 2608 |
Profit Streak | 0 | 418.6754 | 0 | 0 | 418.6754 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151008 | 353410 | -435679 | -155921 | 323450 | -580608 |
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{ "first_band": { "type": "pwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 52, "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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