Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 906278.8302 | 789415.8305 | 116862.9997 | 9728484.0565 | 13043127.9687 | -3314643.9122 |
Total P&L (%) | 906.2788 | 789.4158 | 116.863 | 9728.4841 | 13043.128 | -3314.6439 |
Avg Daily Profit (%) | 0.3625 | 0.3157 | 0.0467 | 0.1837 | 0.1953 | 0 |
Buy And Hold Return (%) | 840.6556 | 840.6556 | 840.6556 | 840.6556 | 840.6556 | 840.6556 |
Max Trade Drawdown | -128606 | -111329 | -56787 | -8847226 | -3414812 | -6525031 |
Profit Factor | 2.7248 | 3.958 | 1.452 | 1.5574 | 3.0231 | 0.6988 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 49.5798 | 47.4576 | 51.6667 | 49.5798 | 47.4576 | 51.6667 |
Ratio Avg Win / Avg Loss | 2.771 | 4.382 | 1.3583 | 1.5838 | 3.347 | 0.6537 |
Largest Winning Trade | 347109 | 347109 | 35001 | 11957961 | 11957961 | 1337727 |
Largest Losing Trade | -37196 | -27280 | -37196 | -5729368 | -1738252 | -5729368 |
Avg Bars in Trades | 79 | 95 | 64 | 79 | 95 | 64 |
Avg Bars in Winners | 102 | 124 | 83 | 102 | 124 | 83 |
Avg Bars in Losers | 56 | 68 | 43 | 56 | 68 | 43 |
Bars Traded | 9479 | 5627 | 3852 | 9479 | 5627 | 3852 |
Profit Streak | 99.2923 | 133.7923 | 99.2923 | 99.2923 | 133.7923 | 99.2923 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -125755 | -326820 | -463654 | 423976 | -163328 | -749182 |
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{ "first_band": { "type": "pwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 241, "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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