Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1084128.2468 | 1037769.3621 | 46358.8847 | -79183.1863 | -19357.2085 | -59825.9779 |
Total P&L (%) | 1084.1282 | 1037.7694 | 46.3589 | -79.1832 | -19.3572 | -59.826 |
Avg Daily Profit (%) | 0.458 | 0.4384 | 0.0196 | -0.0663 | -0.0091 | -0.0385 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139283 | -79617 | -172096 | -168519 | -27967 | -149442 |
Profit Factor | 2.8129 | 5.1306 | 1.1337 | 0.706 | 0.7624 | 0.6815 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 44.8276 | 41.3793 | 48.2759 | 44.8276 | 41.3793 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.4621 | 7.2684 | 1.2147 | 0.8689 | 1.0801 | 0.7302 |
Largest Winning Trade | 1024845 | 1024845 | 65385 | 52101 | 19829 | 52101 |
Largest Losing Trade | -97023 | -37521 | -97023 | -139180 | -26935 | -139180 |
Avg Bars in Trades | 154 | 124 | 185 | 154 | 124 | 185 |
Avg Bars in Winners | 237 | 175 | 291 | 237 | 175 | 291 |
Avg Bars in Losers | 87 | 87 | 87 | 87 | 87 | 87 |
Bars Traded | 8983 | 3596 | 5387 | 8983 | 3596 | 5387 |
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 | -165899 | 524102 | -242544 | -762289 | -582518 | -581503 |
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{ "first_band": { "type": "pwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 176, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 176, "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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