Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 766392.4484 | 685066.3604 | 81326.088 | -10805782.0669 | 26551470.91 | -37357252.977 |
Total P&L (%) | 766.3924 | 685.0664 | 81.3261 | -10805.7821 | 26551.4709 | -37357.253 |
Avg Daily Profit (%) | 0.3066 | 0.2741 | 0.0325 | 0 | 0.2237 | 0 |
Buy And Hold Return (%) | 720.6583 | 720.6583 | 720.6583 | 720.6583 | 720.6583 | 720.6583 |
Max Trade Drawdown | -172077 | -55594 | -137132 | -42497821 | -4116822 | -42836904 |
Profit Factor | 2.198 | 3.5161 | 1.2213 | 0.8169 | 3.3171 | 0.2147 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 93 | 46 | 47 | 97 | 48 | 49 |
Losing Trades | 74 | 37 | 37 | 70 | 35 | 35 |
Profitability (%) | 55.6886 | 55.4217 | 55.9524 | 58.0838 | 57.8313 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.7489 | 2.8282 | 0.9615 | 0.5896 | 2.4187 | 0.1534 |
Largest Winning Trade | 159959 | 159959 | 64900 | 19432067 | 19432067 | 1424178 |
Largest Losing Trade | -131694 | -54668 | -131694 | -41589457 | -2482823 | -41589457 |
Avg Bars in Trades | 86 | 97 | 76 | 86 | 97 | 76 |
Avg Bars in Winners | 98 | 101 | 96 | 87 | 91 | 83 |
Avg Bars in Losers | 72 | 93 | 51 | 85 | 105 | 66 |
Bars Traded | 14526 | 8106 | 6420 | 14526 | 8106 | 6420 |
Profit Streak | 0 | 0 | 0 | 20.5643 | 56.0643 | 20.5643 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -131290 | -150029 | -316820 | -577796 | 569785 | -579473 |
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{ "first_band": { "type": "pwma", "factors": { "length": 30, "offset": 97 } }, "second_band": { "type": "dcm", "factors": { "length": 182, "offset": 144 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 30, "offset": 97 } }, "second_band": { "type": "dcm", "factors": { "length": 182, "offset": 144 } } }
# | 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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