Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1180342.4048 | 1187211.8084 | -6869.4036 | 660635.8212 | 401557.8664 | 259077.9548 |
Total P&L (%) | 1180.3424 | 1187.2118 | -6.8694 | 660.6358 | 401.5579 | 259.078 |
Avg Daily Profit (%) | 0.5353 | 0.5384 | -0.0031 | 0.0921 | 0.0732 | 0.058 |
Buy And Hold Return (%) | 578.9923 | 578.9923 | 578.9923 | 578.9923 | 578.9923 | 578.9923 |
Max Trade Drawdown | -160478 | -152192 | -72130 | -1786182 | -1723275 | -445135 |
Profit Factor | 2.9245 | 4.0609 | 0.9695 | 1.1554 | 1.1315 | 1.2165 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 49.3671 | 45 | 53.8462 | 49.3671 | 45 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.9995 | 4.9633 | 0.831 | 1.1851 | 1.383 | 1.0427 |
Largest Winning Trade | 518515 | 518515 | 42768 | 744695 | 744695 | 315602 |
Largest Losing Trade | -69776 | -49716 | -69776 | -562729 | -562729 | -276017 |
Avg Bars in Trades | 53 | 75 | 31 | 53 | 75 | 31 |
Avg Bars in Winners | 65 | 100 | 34 | 65 | 100 | 34 |
Avg Bars in Losers | 42 | 54 | 27 | 42 | 54 | 27 |
Bars Traded | 4229 | 3000 | 1229 | 4229 | 3000 | 1229 |
Profit Streak | 0 | 0 | 180.0777 | 0 | 0 | 180.0777 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21667 | 344442 | -579288 | -272620 | -338816 | -280196 |
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{ "first_band": { "type": "pwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 129, "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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