Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1401299.4626 | 1325543.7301 | 75755.7324 | 38160406.6118 | 26851383.8542 | 11309022.7576 |
Total P&L (%) | 1401.2995 | 1325.5437 | 75.7557 | 38160.4066 | 26851.3839 | 11309.0228 |
Avg Daily Profit (%) | 0.6172 | 0.5839 | 0.0334 | 0.2623 | 0.2468 | 0.2089 |
Buy And Hold Return (%) | 9310.8106 | 9310.8106 | 9310.8106 | 9310.8106 | 9310.8106 | 9310.8106 |
Max Trade Drawdown | -76997 | -71638 | -120274 | -6414758 | -6493805 | -4897097 |
Profit Factor | 3.0302 | 5.0933 | 1.2068 | 2.1303 | 2.7094 | 1.6264 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Losing Trades | 97 | 47 | 50 | 97 | 47 | 50 |
Profitability (%) | 42.9412 | 44.7059 | 41.1765 | 42.9412 | 44.7059 | 41.1765 |
Ratio Avg Win / Avg Loss | 4.0265 | 6.2996 | 1.724 | 2.8306 | 3.3511 | 2.3234 |
Largest Winning Trade | 467823 | 467823 | 37651 | 13016700 | 13016700 | 7101794 |
Largest Losing Trade | -34598 | -32019 | -34598 | -4443418 | -3724468 | -4443418 |
Avg Bars in Trades | 52 | 51 | 53 | 52 | 51 | 53 |
Avg Bars in Winners | 84 | 79 | 89 | 84 | 79 | 89 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 8904 | 4338 | 4566 | 8904 | 4338 | 4566 |
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 | -150240 | -148981 | -317224 | 310771 | 288266 | -91574 |
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{ "first_band": { "type": "pwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 17, "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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