Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1871092.4578 | 1843032.3618 | 28060.096 | 1161645.8418 | 1451053.5568 | -289407.715 |
Total P&L (%) | 1871.0925 | 1843.0324 | 28.0601 | 1161.6458 | 1451.0536 | -289.4077 |
Avg Daily Profit (%) | 0.7898 | 0.778 | 0.0118 | 0.1071 | 0.1158 | 0 |
Buy And Hold Return (%) | 537.8293 | 537.8293 | 537.8293 | 537.8293 | 537.8293 | 537.8293 |
Max Trade Drawdown | -147406 | -178258 | -90197 | -3500045 | -3180722 | -2062170 |
Profit Factor | 3.6796 | 6.1803 | 1.0819 | 1.1077 | 1.2343 | 0.937 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 42.8571 | 37.5 | 48.2143 | 42.8571 | 37.5 | 48.2143 |
Ratio Avg Win / Avg Loss | 4.9061 | 10.3005 | 1.1621 | 1.4769 | 2.0571 | 1.0064 |
Largest Winning Trade | 1619744 | 1619744 | 60276 | 3799249 | 3799249 | 1062001 |
Largest Losing Trade | -42765 | -32972 | -42765 | -1144446 | -1144446 | -848860 |
Avg Bars in Trades | 122 | 115 | 130 | 122 | 115 | 130 |
Avg Bars in Winners | 193 | 208 | 181 | 193 | 208 | 181 |
Avg Bars in Losers | 69 | 59 | 82 | 69 | 59 | 82 |
Bars Traded | 13756 | 6465 | 7291 | 13756 | 6465 | 7291 |
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 | 530644 | -166419 | -653946 | -160004 | -225780 | -759861 |
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{ "first_band": { "type": "pwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 207, "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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