Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2605008.4618 | 2419953.8014 | 185054.6604 | 24251756.5036 | 14953550.181 | 9298206.3226 |
Total P&L (%) | 2605.0085 | 2419.9538 | 185.0547 | 24251.7565 | 14953.5502 | 9298.2063 |
Avg Daily Profit (%) | 1.172 | 1.0887 | 0.0833 | 0.2475 | 0.2258 | 0.2046 |
Buy And Hold Return (%) | 312.9604 | 312.9604 | 312.9604 | 312.9604 | 312.9604 | 312.9604 |
Max Trade Drawdown | -91039 | -66144 | -55807 | -13915922 | -9655753 | -8539328 |
Profit Factor | 7.0346 | 12.9174 | 1.8095 | 1.4401 | 1.6008 | 1.3077 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 46.1538 | 46.875 | 45.4545 | 46.1538 | 46.875 | 45.4545 |
Ratio Avg Win / Avg Loss | 8.2071 | 14.6397 | 2.1713 | 1.6801 | 1.8142 | 1.5693 |
Largest Winning Trade | 2163492 | 2163492 | 55416 | 10818567 | 10818567 | 9165902 |
Largest Losing Trade | -29715 | -27344 | -29715 | -5478604 | -4806087 | -5478604 |
Avg Bars in Trades | 130 | 125 | 134 | 130 | 125 | 134 |
Avg Bars in Winners | 199 | 183 | 214 | 199 | 183 | 214 |
Avg Bars in Losers | 71 | 74 | 67 | 71 | 74 | 67 |
Bars Traded | 8460 | 4024 | 4436 | 8460 | 4024 | 4436 |
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 | -115756 | 745100 | -245937 | -127278 | 361465 | 270965 |
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{ "first_band": { "type": "pwma", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 71, "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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