Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 515818.7536 | 438492.7609 | 77325.9927 | 270879.6334 | 179984.2194 | 90895.4139 |
Total P&L (%) | 515.8188 | 438.4928 | 77.326 | 270.8796 | 179.9842 | 90.8954 |
Avg Daily Profit (%) | 0.2062 | 0.1753 | 0.0309 | 0.0524 | 0.0412 | 0.0259 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106714 | -108944 | -97496 | -359439 | -290315 | -111784 |
Profit Factor | 1.6784 | 2.1284 | 1.208 | 1.2168 | 1.2312 | 1.1929 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 50.3704 | 48.5294 | 52.2388 | 50.3704 | 48.5294 | 52.2388 |
Ratio Avg Win / Avg Loss | 1.6537 | 2.2573 | 1.1044 | 1.1989 | 1.3058 | 1.0906 |
Largest Winning Trade | 209023 | 209023 | 55194 | 395778 | 395778 | 63872 |
Largest Losing Trade | -51375 | -36603 | -51375 | -192870 | -192870 | -86174 |
Avg Bars in Trades | 53 | 63 | 43 | 53 | 63 | 43 |
Avg Bars in Winners | 64 | 72 | 55 | 64 | 72 | 55 |
Avg Bars in Losers | 42 | 53 | 29 | 42 | 53 | 29 |
Bars Traded | 7203 | 4295 | 2907 | 7203 | 4295 | 2907 |
Profit Streak | 84.4525 | 87.4525 | 84.4525 | 84.4525 | 87.4525 | 84.4525 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469470 | -97209 | -267892 | -121566 | -246910 | -282504 |
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{ "first_band": { "type": "pwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 157, "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) |
---|