Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 956470.5921 | 864298.308 | 92172.2841 | 392864.9293 | -491331.9825 | 884196.9117 |
Total P&L (%) | 956.4706 | 864.2983 | 92.1723 | 392.8649 | -491.332 | 884.1969 |
Avg Daily Profit (%) | 0.4931 | 0.4456 | 0.0475 | 0.0823 | 0 | 0.118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191608 | -120426 | -120799 | -1138675 | -1113675 | -483165 |
Profit Factor | 2.0225 | 2.5552 | 1.2428 | 1.0774 | 0.8488 | 1.4838 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 72 | 25 | 47 | 72 | 25 | 47 |
Losing Trades | 81 | 51 | 30 | 81 | 51 | 30 |
Profitability (%) | 47.0588 | 32.8947 | 61.039 | 47.0588 | 32.8947 | 61.039 |
Ratio Avg Win / Avg Loss | 2.2754 | 5.2125 | 0.7933 | 1.212 | 1.7316 | 0.9471 |
Largest Winning Trade | 616535 | 616535 | 32733 | 561932 | 561932 | 257313 |
Largest Losing Trade | -52828 | -52828 | -50313 | -424785 | -424785 | -364985 |
Avg Bars in Trades | 49 | 65 | 32 | 49 | 65 | 32 |
Avg Bars in Winners | 54 | 91 | 35 | 54 | 91 | 35 |
Avg Bars in Losers | 43 | 52 | 28 | 43 | 52 | 28 |
Bars Traded | 7518 | 4986 | 2532 | 7518 | 4986 | 2532 |
Profit Streak | 16.8704 | 0 | 33.6204 | 16.8704 | 0 | 33.6204 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526181 | -41101 | -171089 | -218314 | -634110 | -75285 |
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{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 124, "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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