Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1624506.7658 | 1562583.0412 | 61923.7246 | 1914458.8477 | 1051492.495 | 862966.3528 |
Total P&L (%) | 1624.5068 | 1562.583 | 61.9237 | 1914.4588 | 1051.4925 | 862.9664 |
Avg Daily Profit (%) | 0.8595 | 0.8268 | 0.0328 | 0.159 | 0.1294 | 0.1199 |
Buy And Hold Return (%) | 283.8297 | 283.8297 | 283.8297 | 283.8297 | 283.8297 | 283.8297 |
Max Trade Drawdown | -107919 | -130756 | -76217 | -6486154 | -3972218 | -3938496 |
Profit Factor | 3.7367 | 5.6888 | 1.2379 | 1.0922 | 1.089 | 1.0964 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 39.8148 | 35.1852 | 44.4444 | 39.8148 | 35.1852 | 44.4444 |
Ratio Avg Win / Avg Loss | 5.6485 | 10.4793 | 1.5473 | 1.651 | 2.0061 | 1.3705 |
Largest Winning Trade | 1223452 | 1223452 | 58158 | 3774453 | 3774453 | 1766761 |
Largest Losing Trade | -29769 | -29769 | -24670 | -1332876 | -1144251 | -1332876 |
Avg Bars in Trades | 67 | 79 | 56 | 67 | 79 | 56 |
Avg Bars in Winners | 106 | 129 | 87 | 106 | 129 | 87 |
Avg Bars in Losers | 42 | 51 | 31 | 42 | 51 | 31 |
Bars Traded | 7335 | 4270 | 3065 | 7335 | 4270 | 3065 |
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 | 560211 | -165601 | -496299 | -114131 | -329948 | -332267 |
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{ "first_band": { "type": "pwma", "factors": { "length": 153, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 16, "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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