Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2662569.4568 | 2507745.5344 | 154823.9224 | 9397777.265 | 12611818.796 | -3214041.5309 |
Total P&L (%) | 2662.5695 | 2507.7455 | 154.8239 | 9397.7773 | 12611.8188 | -3214.0415 |
Avg Daily Profit (%) | 1.1952 | 1.1257 | 0.0695 | 0.2046 | 0.2177 | 0 |
Buy And Hold Return (%) | 398.4765 | 398.4765 | 398.4765 | 398.4765 | 398.4765 | 398.4765 |
Max Trade Drawdown | -117611 | -82176 | -85761 | -30961330 | -16674125 | -19636689 |
Profit Factor | 6.0182 | 10.984 | 1.5541 | 1.0841 | 1.239 | 0.9454 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 47.7778 | 48.8889 | 46.6667 | 47.7778 | 48.8889 | 46.6667 |
Ratio Avg Win / Avg Loss | 6.578 | 11.4833 | 1.7761 | 1.185 | 1.2953 | 1.0805 |
Largest Winning Trade | 2343158 | 2343158 | 53855 | 18343662 | 18343662 | 7210510 |
Largest Losing Trade | -33572 | -32760 | -33572 | -9050665 | -7472896 | -9050665 |
Avg Bars in Trades | 95 | 84 | 106 | 95 | 84 | 106 |
Avg Bars in Winners | 153 | 124 | 185 | 153 | 124 | 185 |
Avg Bars in Losers | 42 | 46 | 38 | 42 | 46 | 38 |
Bars Traded | 8594 | 3789 | 4805 | 8594 | 3789 | 4805 |
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 | 763242 | 761030 | -264402 | -120510 | 271232 | -580341 |
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{ "first_band": { "type": "pwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 167, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 148, "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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