Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1403878.6808 | 1375605.0671 | 28273.6137 | 29533023.8209 | 38359211.353 | -8826187.5321 |
Total P&L (%) | 1403.8787 | 1375.6051 | 28.2736 | 29533.0238 | 38359.2114 | -8826.1875 |
Avg Daily Profit (%) | 0.7536 | 0.7384 | 0.0152 | 0.306 | 0.32 | 0 |
Buy And Hold Return (%) | 12237.7432 | 12237.7432 | 12237.7432 | 12237.7432 | 12237.7432 | 12237.7432 |
Max Trade Drawdown | -84187 | -35371 | -69752 | -19525339 | -9788732 | -14570239 |
Profit Factor | 4.8981 | 11.2384 | 1.1252 | 1.6678 | 3.0282 | 0.6513 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Losing Trades | 38 | 16 | 22 | 38 | 16 | 22 |
Profitability (%) | 39.6825 | 48.3871 | 31.25 | 39.6825 | 48.3871 | 31.25 |
Ratio Avg Win / Avg Loss | 7.4452 | 11.9877 | 2.4755 | 2.535 | 3.2301 | 1.4329 |
Largest Winning Trade | 471698 | 471698 | 62895 | 21844169 | 21844169 | 7075906 |
Largest Losing Trade | -30962 | -23680 | -30962 | -9043847 | -9043847 | -9024740 |
Avg Bars in Trades | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Winners | 104 | 106 | 101 | 104 | 106 | 101 |
Avg Bars in Losers | 21 | 10 | 29 | 21 | 10 | 29 |
Bars Traded | 3440 | 1763 | 1677 | 3440 | 1763 | 1677 |
Profit Streak | 0 | 154.2006 | 0 | 0 | 154.2006 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -300578 | -144313 | -427343 | -147321 | 437511 | -586435 |
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{ "first_band": { "type": "pwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 221, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 221, "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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