Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 236891.3407 | 182690.1016 | 54201.2391 | -47003.7709 | -29566.1059 | -17437.665 |
Total P&L (%) | 236.8913 | 182.6901 | 54.2012 | -47.0038 | -29.5661 | -17.4377 |
Avg Daily Profit (%) | 0.2322 | 0.1791 | 0.0531 | -0.0622 | -0.0343 | -0.0188 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183676 | -149925 | -80513 | -203215 | -137321 | -102449 |
Profit Factor | 1.2495 | 1.3591 | 1.123 | 0.9456 | 0.933 | 0.9587 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 79 | 43 | 36 | 79 | 43 | 36 |
Profitability (%) | 50.9317 | 46.25 | 55.5556 | 50.9317 | 46.25 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.2038 | 1.5795 | 0.8984 | 0.911 | 1.0843 | 0.767 |
Largest Winning Trade | 128521 | 128521 | 29383 | 42826 | 34088 | 42826 |
Largest Losing Trade | -66577 | -45528 | -66577 | -42782 | -36112 | -42782 |
Avg Bars in Trades | 18 | 21 | 14 | 18 | 21 | 14 |
Avg Bars in Winners | 20 | 24 | 17 | 20 | 24 | 17 |
Avg Bars in Losers | 16 | 19 | 12 | 16 | 19 | 12 |
Bars Traded | 2945 | 1741 | 1204 | 2945 | 1741 | 1204 |
Profit Streak | 5.6146 | 0 | 61.948 | 5.6146 | 0 | 61.948 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346238 | -11640 | -219507 | -578831 | -599750 | -590348 |
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{ "first_band": { "type": "pwma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 41, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 27, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 41, "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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