Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558294.0536 | 757366.9348 | -199072.8812 | -97383.5046 | 554608.2291 | -651991.7337 |
Total P&L (%) | 558.2941 | 757.3669 | -199.0729 | -97.3835 | 554.6082 | -651.9917 |
Avg Daily Profit (%) | 0.268 | 0.3635 | -0.0956 | -0.1747 | 0.0902 | 0 |
Buy And Hold Return (%) | 63.4921 | 63.4921 | 63.4921 | 63.4921 | 63.4921 | 63.4921 |
Max Trade Drawdown | -414427 | -209326 | -266592 | -3080766 | -1814268 | -1400078 |
Profit Factor | 1.2842 | 1.7349 | 0.7869 | 0.9812 | 1.1897 | 0.7099 |
Total Trades | 371 | 185 | 186 | 371 | 185 | 186 |
Winning Trades | 148 | 70 | 78 | 148 | 70 | 78 |
Losing Trades | 223 | 115 | 108 | 223 | 115 | 108 |
Profitability (%) | 39.8922 | 37.8378 | 41.9355 | 39.8922 | 37.8378 | 41.9355 |
Ratio Avg Win / Avg Loss | 1.9349 | 2.8501 | 1.0895 | 1.4784 | 1.9544 | 0.983 |
Largest Winning Trade | 615530 | 615530 | 38692 | 2087886 | 2087886 | 655991 |
Largest Losing Trade | -44475 | -44475 | -38572 | -695913 | -695913 | -380350 |
Avg Bars in Trades | 66 | 77 | 55 | 66 | 77 | 55 |
Avg Bars in Winners | 91 | 109 | 75 | 91 | 109 | 75 |
Avg Bars in Losers | 49 | 58 | 40 | 49 | 58 | 40 |
Bars Traded | 24643 | 14378 | 10265 | 24643 | 14378 | 10265 |
Profit Streak | 35.7313 | 35.7313 | 43.2313 | 35.7313 | 35.7313 | 43.2313 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329939 | 322219 | -580841 | -579663 | -86648 | -582508 |
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{ "first_band": { "type": "pwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 192, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 218, "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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