Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1189669.1294 | 945987.0886 | 243682.0408 | 149762901.3218 | 133178213.8885 | 16584687.4333 |
Total P&L (%) | 1189.6691 | 945.9871 | 243.682 | 149762.9013 | 133178.2139 | 16584.6874 |
Avg Daily Profit (%) | 0.4758 | 0.3783 | 0.0975 | 0.2929 | 0.2882 | 0.2049 |
Buy And Hold Return (%) | 829.0853 | 829.0853 | 829.0853 | 829.0853 | 829.0853 | 829.0853 |
Max Trade Drawdown | -134606 | -67585 | -69090 | -68484796 | -37508984 | -32543726 |
Profit Factor | 4.8254 | 6.4317 | 2.7809 | 2.3455 | 3.3956 | 1.2977 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 62.1053 | 59.5745 | 64.5833 | 62.1053 | 59.5745 | 64.5833 |
Ratio Avg Win / Avg Loss | 2.9443 | 4.3644 | 1.525 | 1.4311 | 2.3042 | 0.7116 |
Largest Winning Trade | 324555 | 324555 | 45736 | 59801469 | 59801469 | 12697548 |
Largest Losing Trade | -44625 | -21339 | -44625 | -24555097 | -10842444 | -24555097 |
Avg Bars in Trades | 73 | 88 | 60 | 73 | 88 | 60 |
Avg Bars in Winners | 86 | 101 | 73 | 86 | 101 | 73 |
Avg Bars in Losers | 53 | 68 | 36 | 53 | 68 | 36 |
Bars Traded | 7016 | 4136 | 2880 | 7016 | 4136 | 2880 |
Profit Streak | 0 | 160.0828 | 0 | 0 | 160.0828 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10585 | -101532 | -221351 | 504356 | 632607 | 304613 |
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{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 226, "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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