Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 640483.5008 | 563230.7954 | 77252.7054 | 250465.8676 | 4807968.3562 | -4557502.4886 |
Total P&L (%) | 640.4835 | 563.2308 | 77.2527 | 250.4659 | 4807.9684 | -4557.5025 |
Avg Daily Profit (%) | 0.2561 | 0.2252 | 0.0309 | 0.0502 | 0.1558 | 0 |
Buy And Hold Return (%) | 870.0879 | 870.0879 | 870.0879 | 870.0879 | 870.0879 | 870.0879 |
Max Trade Drawdown | -132398 | -36261 | -121785 | -4633985 | -105776 | -5422991 |
Profit Factor | 2.8706 | 7.6589 | 1.2996 | 1.0371 | 21.8434 | 0.3011 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 19 | 10 | 9 | 19 | 10 | 9 |
Profitability (%) | 69.3548 | 67.7419 | 70.9677 | 69.3548 | 67.7419 | 70.9677 |
Ratio Avg Win / Avg Loss | 1.2684 | 3.6471 | 0.5317 | 0.4583 | 10.4016 | 0.1232 |
Largest Winning Trade | 169948 | 169948 | 54829 | 2838569 | 2838569 | 685354 |
Largest Losing Trade | -93148 | -20468 | -93148 | -4595452 | -60394 | -4595452 |
Avg Bars in Trades | 73 | 71 | 75 | 73 | 71 | 75 |
Avg Bars in Winners | 65 | 64 | 66 | 65 | 64 | 66 |
Avg Bars in Losers | 90 | 86 | 95 | 90 | 86 | 95 |
Bars Traded | 4536 | 2210 | 2326 | 4536 | 2210 | 2326 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -308881 | -146736 | -316297 | -629071 | 628763 | -578099 |
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{ "first_band": { "type": "pwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "offset": 175 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 51, "offset": 175 } } }
# | 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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