Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2748774.3328 | 2521500.9415 | 227273.3913 | 9656951.7084 | 2435995.9401 | 7220955.7683 |
Total P&L (%) | 2748.7743 | 2521.5009 | 227.2734 | 9656.9517 | 2435.9959 | 7220.9558 |
Avg Daily Profit (%) | 1.1906 | 1.0922 | 0.0984 | 0.1986 | 0.1401 | 0.1861 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142469 | -134614 | -88260 | -15840868 | -14296140 | -9528771 |
Profit Factor | 4.7995 | 7.0543 | 1.7404 | 1.1669 | 1.0743 | 1.288 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 48.8 | 41.2698 | 56.4516 | 48.8 | 41.2698 | 56.4516 |
Ratio Avg Win / Avg Loss | 5.0356 | 10.0389 | 1.3426 | 1.2243 | 1.5288 | 0.9936 |
Largest Winning Trade | 2258485 | 2258485 | 73507 | 7526624 | 5948880 | 7526624 |
Largest Losing Trade | -72261 | -31200 | -72261 | -8994338 | -4876707 | -8994338 |
Avg Bars in Trades | 53 | 61 | 45 | 53 | 61 | 45 |
Avg Bars in Winners | 65 | 82 | 52 | 65 | 82 | 52 |
Avg Bars in Losers | 42 | 47 | 36 | 42 | 47 | 36 |
Bars Traded | 6708 | 3896 | 2812 | 6708 | 3896 | 2812 |
Profit Streak | 0 | 0 | 27.7935 | 0 | 0 | 27.7935 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 756642 | -128405 | -212164 | -29073 | -293595 | -146540 |
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 36 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 36 } }, "second_band": { "type": "dcm", "factors": { "length": 136, "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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