Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 970616.1777 | 810486.3527 | 160129.825 | 2629269.5223 | -122896.2801 | 2752165.8024 |
Total P&L (%) | 970.6162 | 810.4864 | 160.1298 | 2629.2695 | -122.8963 | 2752.1658 |
Avg Daily Profit (%) | 0.4018 | 0.3355 | 0.0663 | 0.137 | 0 | 0.1388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103186 | -87155 | -100650 | -8538653 | -7242194 | -3549149 |
Profit Factor | 2.0164 | 2.7572 | 1.3243 | 1.078 | 0.9928 | 1.1651 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Losing Trades | 146 | 78 | 68 | 146 | 78 | 68 |
Profitability (%) | 33.6364 | 29.0909 | 38.1818 | 33.6364 | 29.0909 | 38.1818 |
Ratio Avg Win / Avg Loss | 3.9783 | 6.7207 | 2.1442 | 2.1268 | 2.4199 | 1.8864 |
Largest Winning Trade | 329462 | 329462 | 66636 | 4844414 | 4844414 | 4022680 |
Largest Losing Trade | -25424 | -22025 | -25424 | -2002013 | -2002013 | -1575461 |
Avg Bars in Trades | 32 | 23 | 41 | 32 | 23 | 41 |
Avg Bars in Winners | 66 | 47 | 80 | 66 | 47 | 80 |
Avg Bars in Losers | 15 | 13 | 17 | 15 | 13 | 17 |
Bars Traded | 7129 | 2554 | 4576 | 7129 | 2554 | 4576 |
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 | 301760 | 96814 | -107936 | -148603 | -589768 | -49976 |
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{ "first_band": { "type": "pwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 4, "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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