Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 342823.6373 | 267656.1392 | 75167.4981 | -111393.2568 | -42540.2473 | -68853.0095 |
Total P&L (%) | 342.8236 | 267.6561 | 75.1675 | -111.3933 | -42.5402 | -68.853 |
Avg Daily Profit (%) | 0.1794 | 0.1401 | 0.0393 | 0 | -0.029 | -0.061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129171 | -98265 | -83837 | -106472 | -31999 | -16742 |
Profit Factor | 1.4842 | 1.7705 | 1.2085 | 0.5111 | 0.5947 | 0.4397 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 20 | 24 | 46 | 25 | 21 |
Losing Trades | 48 | 26 | 22 | 46 | 21 | 25 |
Profitability (%) | 47.8261 | 43.4783 | 52.1739 | 50 | 54.3478 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.6192 | 2.3016 | 1.1078 | 0.5111 | 0.4996 | 0.5235 |
Largest Winning Trade | 247783 | 247783 | 54819 | 11721 | 11721 | 10651 |
Largest Losing Trade | -103662 | -42061 | -103662 | -60060 | -42061 | -60060 |
Avg Bars in Trades | 39 | 44 | 34 | 39 | 44 | 34 |
Avg Bars in Winners | 51 | 59 | 44 | 27 | 31 | 22 |
Avg Bars in Losers | 28 | 32 | 23 | 51 | 58 | 44 |
Bars Traded | 3612 | 2031 | 1581 | 3612 | 2031 | 1581 |
Profit Streak | 39.0446 | 39.0446 | 39.5446 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 381437 | -4617 | -139493 | -580532 | -580140 | -582395 |
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{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } } }
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# | 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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