Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2403874.8848 | 2350770.0708 | 53104.814 | 885241.4533 | 1492414.6288 | -607173.1755 |
Total P&L (%) | 2403.8749 | 2350.7701 | 53.1048 | 885.2415 | 1492.4146 | -607.1732 |
Avg Daily Profit (%) | 1.0872 | 1.0632 | 0.024 | 0.1035 | 0.1253 | 0 |
Buy And Hold Return (%) | 729.8306 | 729.8306 | 729.8306 | 729.8306 | 729.8306 | 729.8306 |
Max Trade Drawdown | -116532 | -82365 | -93620 | -2703625 | -1631810 | -1272326 |
Profit Factor | 3.9664 | 6.6457 | 1.1348 | 1.1169 | 1.3955 | 0.8402 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 48.4375 | 43.75 | 53.125 | 48.4375 | 43.75 | 53.125 |
Ratio Avg Win / Avg Loss | 4.2223 | 8.5444 | 1.0013 | 1.189 | 1.7942 | 0.7414 |
Largest Winning Trade | 2270414 | 2270414 | 47695 | 2935935 | 2935935 | 618447 |
Largest Losing Trade | -53033 | -53033 | -34466 | -650925 | -594291 | -650925 |
Avg Bars in Trades | 33 | 28 | 38 | 33 | 28 | 38 |
Avg Bars in Winners | 46 | 43 | 49 | 46 | 43 | 49 |
Avg Bars in Losers | 20 | 16 | 26 | 20 | 16 | 26 |
Bars Traded | 4276 | 1800 | 2476 | 4276 | 1800 | 2476 |
Profit Streak | 37.8764 | 37.8764 | 47.8764 | 37.8764 | 37.8764 | 47.8764 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 678245 | -121613 | -536606 | -244590 | -170805 | -718564 |
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{ "first_band": { "type": "pwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 47, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 70, "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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