Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1104812.2397 | 912494.8809 | 192317.3589 | 49764673.4285 | 81087691.4918 | -31323018.0633 |
Total P&L (%) | 1104.8122 | 912.4949 | 192.3174 | 49764.6734 | 81087.6915 | -31323.0181 |
Avg Daily Profit (%) | 0.4419 | 0.365 | 0.0769 | 0.2488 | 0.2683 | 0 |
Buy And Hold Return (%) | 724.1083 | 724.1083 | 724.1083 | 724.1083 | 724.1083 | 724.1083 |
Max Trade Drawdown | -91820 | -43810 | -105196 | -57231353 | -19995046 | -63699433 |
Profit Factor | 3.3063 | 4.9418 | 1.7769 | 1.2995 | 2.1584 | 0.6742 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 59.2593 | 57.4074 | 61.1111 | 59.2593 | 57.4074 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.2731 | 3.6665 | 1.1307 | 0.8934 | 1.6014 | 0.429 |
Largest Winning Trade | 318626 | 318626 | 47949 | 68291291 | 68291291 | 7917180 |
Largest Losing Trade | -42133 | -28977 | -42133 | -37804204 | -18000837 | -37804204 |
Avg Bars in Trades | 64 | 78 | 51 | 64 | 78 | 51 |
Avg Bars in Winners | 78 | 96 | 60 | 78 | 96 | 60 |
Avg Bars in Losers | 45 | 53 | 36 | 45 | 53 | 36 |
Bars Traded | 7001 | 4223 | 2778 | 7001 | 4223 | 2778 |
Profit Streak | 118.1879 | 118.1879 | 118.5212 | 118.1879 | 118.1879 | 118.5212 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317564 | -246169 | -431820 | 335315 | -165803 | -758828 |
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{ "first_band": { "type": "pwma", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 190, "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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