Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1015158.4981 | 818753.4434 | 196405.0548 | 56784504.388 | 50945467.5489 | 5839036.8392 |
Total P&L (%) | 1015.1585 | 818.7534 | 196.4051 | 56784.5044 | 50945.4675 | 5839.0368 |
Avg Daily Profit (%) | 0.406 | 0.3274 | 0.0785 | 0.254 | 0.2497 | 0.1635 |
Buy And Hold Return (%) | 790.5591 | 790.5591 | 790.5591 | 790.5591 | 790.5591 | 790.5591 |
Max Trade Drawdown | -72510 | -71075 | -80198 | -13019751 | -4694718 | -13789311 |
Profit Factor | 3.4104 | 4.8715 | 1.9367 | 3.0188 | 6.2519 | 1.3169 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 65.7143 | 69.2308 | 62.2642 | 65.7143 | 69.2308 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.7793 | 2.1651 | 1.1738 | 1.575 | 2.7786 | 0.7981 |
Largest Winning Trade | 176103 | 176103 | 65001 | 20624361 | 20624361 | 8996218 |
Largest Losing Trade | -58426 | -51168 | -58426 | -9465009 | -3077738 | -9465009 |
Avg Bars in Trades | 44 | 53 | 36 | 44 | 53 | 36 |
Avg Bars in Winners | 52 | 54 | 50 | 52 | 54 | 50 |
Avg Bars in Losers | 30 | 52 | 12 | 30 | 52 | 12 |
Bars Traded | 4717 | 2796 | 1921 | 4717 | 2796 | 1921 |
Profit Streak | 280.8845 | 352.3845 | 280.8845 | 280.8845 | 352.3845 | 280.8845 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57295 | -314014 | -428383 | 649444 | -159169 | -170848 |
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{ "first_band": { "type": "pwma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 141, "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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