Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000685.9913 | 841061.3329 | 159624.6584 | 2622159.5958 | 126973.031 | 2495186.5648 |
Total P&L (%) | 1000.686 | 841.0613 | 159.6247 | 2622.1596 | 126.973 | 2495.1866 |
Avg Daily Profit (%) | 0.5144 | 0.4323 | 0.0821 | 0.17 | 0.0421 | 0.1675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80154 | -113516 | -40897 | -2824513 | -1716578 | -1927976 |
Profit Factor | 2.6041 | 3.4463 | 1.5701 | 1.264 | 1.0222 | 1.594 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 42 | 14 | 28 | 42 | 14 | 28 |
Losing Trades | 69 | 41 | 28 | 69 | 41 | 28 |
Profitability (%) | 37.8378 | 25.4545 | 50 | 37.8378 | 25.4545 | 50 |
Ratio Avg Win / Avg Loss | 4.2782 | 10.0926 | 1.5701 | 2.0766 | 2.9935 | 1.594 |
Largest Winning Trade | 594791 | 594791 | 53263 | 1663579 | 1663579 | 1004037 |
Largest Losing Trade | -35124 | -34902 | -35124 | -1461398 | -581655 | -1461398 |
Avg Bars in Trades | 51 | 44 | 58 | 51 | 44 | 58 |
Avg Bars in Winners | 93 | 104 | 88 | 93 | 104 | 88 |
Avg Bars in Losers | 25 | 23 | 28 | 25 | 23 | 28 |
Bars Traded | 5697 | 2428 | 3269 | 5697 | 2428 | 3269 |
Profit Streak | 24.718 | 0 | 39.3847 | 24.718 | 0 | 39.3847 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424795 | -191529 | -260062 | 175148 | -539802 | -168756 |
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{ "first_band": { "type": "pwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 15, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 15, "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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