Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1382361.6285 | 1257213.5292 | 125148.0993 | 2747642.4002 | 1525661.1028 | 1221981.2975 |
Total P&L (%) | 1382.3616 | 1257.2135 | 125.1481 | 2747.6424 | 1525.6611 | 1221.9813 |
Avg Daily Profit (%) | 0.7438 | 0.6765 | 0.0673 | 0.1804 | 0.1502 | 0.139 |
Buy And Hold Return (%) | 72.7296 | 72.7296 | 72.7296 | 72.7296 | 72.7296 | 72.7296 |
Max Trade Drawdown | -92603 | -76616 | -44007 | -2542219 | -2218832 | -1441421 |
Profit Factor | 3.6522 | 5.3781 | 1.5347 | 1.2155 | 1.2074 | 1.2265 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 54.0541 | 51.3514 | 56.7568 | 54.0541 | 51.3514 | 56.7568 |
Ratio Avg Win / Avg Loss | 3.1044 | 5.0951 | 1.1693 | 1.0332 | 1.1439 | 0.9345 |
Largest Winning Trade | 1007887 | 1007887 | 64754 | 2462071 | 2462071 | 920051 |
Largest Losing Trade | -39508 | -29917 | -39508 | -1398902 | -917517 | -1398902 |
Avg Bars in Trades | 47 | 60 | 33 | 47 | 60 | 33 |
Avg Bars in Winners | 51 | 63 | 41 | 51 | 63 | 41 |
Avg Bars in Losers | 42 | 58 | 24 | 42 | 58 | 24 |
Bars Traded | 3508 | 2256 | 1252 | 3508 | 2256 | 1252 |
Profit Streak | 45.2576 | 45.2576 | 45.7576 | 45.2576 | 45.2576 | 45.7576 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47494 | 753083 | -108816 | -59549 | 283196 | -7635 |
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{ "first_band": { "type": "pwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 116, "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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