Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 481964.1644 | 359077.3764 | 122886.7879 | 270987.0572 | 205915.6057 | 65071.4515 |
Total P&L (%) | 481.9642 | 359.0774 | 122.8868 | 270.9871 | 205.9156 | 65.0715 |
Avg Daily Profit (%) | 0.4716 | 0.3513 | 0.1202 | 0.1284 | 0.1095 | 0.0491 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148675 | -140034 | -108095 | -451668 | -263067 | -332381 |
Profit Factor | 1.3121 | 1.4394 | 1.169 | 1.1155 | 1.1708 | 1.057 |
Total Trades | 550 | 275 | 275 | 550 | 275 | 275 |
Winning Trades | 273 | 128 | 145 | 273 | 128 | 145 |
Losing Trades | 277 | 147 | 130 | 277 | 147 | 130 |
Profitability (%) | 49.6364 | 46.5455 | 52.7273 | 49.6364 | 46.5455 | 52.7273 |
Ratio Avg Win / Avg Loss | 1.3313 | 1.6531 | 1.048 | 1.1318 | 1.3446 | 0.9477 |
Largest Winning Trade | 262598 | 262598 | 30955 | 234966 | 234966 | 48863 |
Largest Losing Trade | -33281 | -28489 | -33281 | -200819 | -65802 | -200819 |
Avg Bars in Trades | 22 | 24 | 19 | 22 | 24 | 19 |
Avg Bars in Winners | 24 | 26 | 23 | 24 | 26 | 23 |
Avg Bars in Losers | 19 | 23 | 15 | 19 | 23 | 15 |
Bars Traded | 12183 | 6870 | 5313 | 12183 | 6870 | 5313 |
Profit Streak | 2.9239 | 3.0073 | 0 | 2.9239 | 3.0073 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428044 | 346947 | -65640 | -113359 | -80780 | -285678 |
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{ "first_band": { "type": "pwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "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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