Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193792.1922 | 966600.3456 | 227191.8466 | 83408454.5743 | 67166503.4594 | 16241951.1149 |
Total P&L (%) | 1193.7922 | 966.6003 | 227.1918 | 83408.4546 | 67166.5035 | 16241.9511 |
Avg Daily Profit (%) | 0.4775 | 0.3866 | 0.0909 | 0.2694 | 0.2608 | 0.204 |
Buy And Hold Return (%) | 717.2717 | 717.2717 | 717.2717 | 717.2717 | 717.2717 | 717.2717 |
Max Trade Drawdown | -71015 | -76119 | -36181 | -68845571 | -39683700 | -29161871 |
Profit Factor | 2.96 | 3.788 | 1.8659 | 1.9155 | 2.287 | 1.4174 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 103 | 48 | 55 | 103 | 48 | 55 |
Losing Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Profitability (%) | 60.2339 | 56.4706 | 63.9535 | 60.2339 | 56.4706 | 63.9535 |
Ratio Avg Win / Avg Loss | 1.9542 | 2.9199 | 1.0517 | 1.2646 | 1.7629 | 0.7989 |
Largest Winning Trade | 356245 | 356245 | 45573 | 44044273 | 44044273 | 19130453 |
Largest Losing Trade | -32261 | -32261 | -24679 | -35881209 | -35881209 | -20021336 |
Avg Bars in Trades | 56 | 68 | 45 | 56 | 68 | 45 |
Avg Bars in Winners | 68 | 83 | 54 | 68 | 83 | 54 |
Avg Bars in Losers | 39 | 48 | 29 | 39 | 48 | 29 |
Bars Traded | 9722 | 5814 | 3908 | 9722 | 5814 | 3908 |
Profit Streak | 28.9351 | 28.9351 | 78.1851 | 28.9351 | 28.9351 | 78.1851 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382434 | -40042 | -231864 | 534417 | 502682 | 372194 |
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{ "first_band": { "type": "pwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 170, "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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