Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579978.275 | 489693.861 | 90284.414 | 555381.887 | 294624.7721 | 260757.1148 |
Total P&L (%) | 579.9783 | 489.6939 | 90.2844 | 555.3819 | 294.6248 | 260.7571 |
Avg Daily Profit (%) | 0.3113 | 0.2629 | 0.0485 | 0.101 | 0.0737 | 0.0689 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141208 | -71966 | -109683 | -379532 | -225303 | -200639 |
Profit Factor | 2.4595 | 3.5191 | 1.4448 | 1.4596 | 1.5159 | 1.4092 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 40 | 22 | 18 | 40 | 22 | 18 |
Profitability (%) | 41.1765 | 35.2941 | 47.0588 | 41.1765 | 35.2941 | 47.0588 |
Ratio Avg Win / Avg Loss | 3.5135 | 6.4516 | 1.6254 | 2.0852 | 2.7791 | 1.5854 |
Largest Winning Trade | 408945 | 408945 | 58187 | 293212 | 231531 | 293212 |
Largest Losing Trade | -51426 | -41284 | -51426 | -190545 | -76060 | -190545 |
Avg Bars in Trades | 104 | 88 | 121 | 104 | 88 | 121 |
Avg Bars in Winners | 186 | 159 | 207 | 186 | 159 | 207 |
Avg Bars in Losers | 47 | 49 | 44 | 47 | 49 | 44 |
Bars Traded | 7121 | 3002 | 4119 | 7121 | 3002 | 4119 |
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 | -103532 | 328718 | -127271 | -172806 | -97744 | -100247 |
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{ "first_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 66, "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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