Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1166703.4608 | 1088577.7886 | 78125.6723 | 1741874.0257 | 363489.8326 | 1378384.1931 |
Total P&L (%) | 1166.7035 | 1088.5778 | 78.1257 | 1741.874 | 363.4898 | 1378.3842 |
Avg Daily Profit (%) | 0.617 | 0.5757 | 0.0413 | 0.1542 | 0.0811 | 0.1425 |
Buy And Hold Return (%) | 179.0604 | 179.0604 | 179.0604 | 179.0604 | 179.0604 | 179.0604 |
Max Trade Drawdown | -126512 | -88106 | -68450 | -4240522 | -2684677 | -1760318 |
Profit Factor | 2.9575 | 4.5774 | 1.2678 | 1.1303 | 1.0507 | 1.2226 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 38.5965 | 31.5789 | 45.614 | 38.5965 | 31.5789 | 45.614 |
Ratio Avg Win / Avg Loss | 4.7052 | 9.9178 | 1.5116 | 1.7983 | 2.2765 | 1.4578 |
Largest Winning Trade | 729153 | 729153 | 55443 | 1861451 | 1861451 | 1218282 |
Largest Losing Trade | -53351 | -20203 | -53351 | -908627 | -892200 | -908627 |
Avg Bars in Trades | 194 | 172 | 216 | 194 | 172 | 216 |
Avg Bars in Winners | 331 | 331 | 331 | 331 | 331 | 331 |
Avg Bars in Losers | 108 | 99 | 120 | 108 | 99 | 120 |
Bars Traded | 22158 | 9823 | 12335 | 22158 | 9823 | 12335 |
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 | 460620 | -169377 | -484261 | -72525 | -442487 | -184484 |
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{ "first_band": { "type": "pwma", "factors": { "length": 124, "offset": 208 } }, "second_band": { "type": "dema", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 124, "offset": 208 } }, "second_band": { "type": "dema", "factors": { "length": 115, "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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