Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1531463.2446 | 1311085.9422 | 220377.3024 | 8146183.7855 | 2758371.5592 | 5387812.2262 |
Total P&L (%) | 1531.4632 | 1311.0859 | 220.3773 | 8146.1838 | 2758.3716 | 5387.8122 |
Avg Daily Profit (%) | 0.6412 | 0.5489 | 0.0923 | 0.1849 | 0.1405 | 0.1678 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85315 | -89989 | -61158 | -17191675 | -16883753 | -11011602 |
Profit Factor | 3.3735 | 4.951 | 1.7032 | 1.1098 | 1.0751 | 1.1439 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 44.2105 | 39.5833 | 48.9362 | 44.2105 | 39.5833 | 48.9362 |
Ratio Avg Win / Avg Loss | 4.257 | 7.5567 | 1.7773 | 1.4005 | 1.6409 | 1.1937 |
Largest Winning Trade | 862907 | 862907 | 71662 | 9761142 | 9761142 | 7671785 |
Largest Losing Trade | -42429 | -26857 | -42429 | -5405242 | -5405242 | -5024309 |
Avg Bars in Trades | 97 | 79 | 116 | 97 | 79 | 116 |
Avg Bars in Winners | 157 | 138 | 173 | 157 | 138 | 173 |
Avg Bars in Losers | 50 | 40 | 61 | 50 | 40 | 61 |
Bars Traded | 9281 | 3819 | 5462 | 9281 | 3819 | 5462 |
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 | 585401 | 533401 | -66890 | -93797 | -145867 | -54778 |
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{ "first_band": { "type": "pwma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 123, "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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