Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1189216.6131 | 1170499.9616 | 18716.6514 | 1258888.7973 | 2922368.5669 | -1663479.7696 |
Total P&L (%) | 1189.2166 | 1170.5 | 18.7167 | 1258.8888 | 2922.3686 | -1663.4798 |
Avg Daily Profit (%) | 0.6531 | 0.6428 | 0.0103 | 0.1434 | 0.1874 | 0 |
Buy And Hold Return (%) | 685.4376 | 685.4376 | 685.4376 | 685.4376 | 685.4376 | 685.4376 |
Max Trade Drawdown | -205885 | -155931 | -94047 | -4166735 | -2869312 | -2356213 |
Profit Factor | 2.8904 | 4.5639 | 1.0623 | 1.13 | 1.6066 | 0.6583 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 50 | 47.5 | 52.5 | 50 | 47.5 | 52.5 |
Ratio Avg Win / Avg Loss | 2.8904 | 5.0443 | 0.9611 | 1.13 | 1.7757 | 0.5956 |
Largest Winning Trade | 567641 | 567641 | 74237 | 3536661 | 3536661 | 1176738 |
Largest Losing Trade | -60196 | -34213 | -60196 | -1997660 | -1250727 | -1997660 |
Avg Bars in Trades | 43 | 52 | 34 | 43 | 52 | 34 |
Avg Bars in Winners | 48 | 60 | 38 | 48 | 60 | 38 |
Avg Bars in Losers | 37 | 44 | 30 | 37 | 44 | 30 |
Bars Traded | 3465 | 2095 | 1370 | 3465 | 2095 | 1370 |
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 | -15004 | 342556 | -498242 | -110516 | 289392 | -580425 |
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{ "first_band": { "type": "pwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 102, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 102, "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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