Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085132.7862 | 883454.9393 | 201677.8469 | 62631919.7096 | 56999903.0264 | 5632016.6832 |
Total P&L (%) | 1085.1328 | 883.4549 | 201.6778 | 62631.9197 | 56999.903 | 5632.0167 |
Avg Daily Profit (%) | 0.434 | 0.3533 | 0.0807 | 0.258 | 0.2542 | 0.1621 |
Buy And Hold Return (%) | 790.2644 | 790.2644 | 790.2644 | 790.2644 | 790.2644 | 790.2644 |
Max Trade Drawdown | -125178 | -68589 | -70788 | -29081406 | -15439822 | -16697805 |
Profit Factor | 3.9438 | 4.9869 | 2.3717 | 2.1934 | 2.945 | 1.243 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 53.125 | 50 | 56.25 | 53.125 | 50 | 56.25 |
Ratio Avg Win / Avg Loss | 3.4798 | 4.9869 | 1.8446 | 1.9354 | 2.945 | 0.9668 |
Largest Winning Trade | 316537 | 316537 | 51540 | 28573099 | 28573099 | 5485988 |
Largest Losing Trade | -43290 | -24808 | -43290 | -8938842 | -7362780 | -8938842 |
Avg Bars in Trades | 72 | 87 | 57 | 72 | 87 | 57 |
Avg Bars in Winners | 91 | 116 | 70 | 91 | 116 | 70 |
Avg Bars in Losers | 50 | 58 | 42 | 50 | 58 | 42 |
Bars Traded | 6981 | 4198 | 2783 | 6981 | 4198 | 2783 |
Profit Streak | 147.7475 | 147.7475 | 173.7475 | 147.7475 | 147.7475 | 173.7475 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30592 | -110905 | -244652 | 530994 | 546332 | 275407 |
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{ "first_band": { "type": "pwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 220, "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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