Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2552414.6151 | 2368691.8497 | 183722.7653 | 35941976.4407 | 10687651.7628 | 25254324.678 |
Total P&L (%) | 2552.4146 | 2368.6919 | 183.7228 | 35941.9764 | 10687.6518 | 25254.3247 |
Avg Daily Profit (%) | 1.1228 | 1.0419 | 0.0808 | 0.2593 | 0.2061 | 0.2438 |
Buy And Hold Return (%) | 226.3158 | 226.3158 | 226.3158 | 226.3158 | 226.3158 | 226.3158 |
Max Trade Drawdown | -113816 | -50878 | -77398 | -29081534 | -27397311 | -15120370 |
Profit Factor | 6.3551 | 10.7665 | 1.7848 | 1.3993 | 1.216 | 1.6229 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 38.7097 | 36.1702 | 41.3043 | 38.7097 | 36.1702 | 41.3043 |
Ratio Avg Win / Avg Loss | 10.0622 | 18.9997 | 2.5363 | 2.2155 | 2.1459 | 2.3062 |
Largest Winning Trade | 1570136 | 1570136 | 61219 | 20828641 | 20828641 | 14320863 |
Largest Losing Trade | -34666 | -28600 | -34666 | -8287641 | -8287641 | -5149172 |
Avg Bars in Trades | 138 | 126 | 150 | 138 | 126 | 150 |
Avg Bars in Winners | 242 | 234 | 250 | 242 | 234 | 250 |
Avg Bars in Losers | 72 | 65 | 80 | 72 | 65 | 80 |
Bars Traded | 12868 | 5941 | 6927 | 12868 | 5941 | 6927 |
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 | 641942 | 597857 | -250751 | 223327 | 125087 | 294352 |
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{ "first_band": { "type": "pwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 163, "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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