Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879633.3097 | 652709.6101 | 226923.6996 | 2165713.7866 | 178331.9398 | 1987381.8468 |
Total P&L (%) | 879.6333 | 652.7096 | 226.9237 | 2165.7138 | 178.3319 | 1987.3818 |
Avg Daily Profit (%) | 0.5921 | 0.4394 | 0.1528 | 0.2103 | 0.0689 | 0.2048 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81728 | -108445 | -50729 | -2746944 | -2206211 | -1282969 |
Profit Factor | 2.5717 | 2.8407 | 2.1065 | 1.2259 | 1.0305 | 1.5307 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 72 | 40 | 32 | 72 | 40 | 32 |
Profitability (%) | 31.4286 | 24.5283 | 38.4615 | 31.4286 | 24.5283 | 38.4615 |
Ratio Avg Win / Avg Loss | 5.6109 | 8.7406 | 3.3703 | 2.6748 | 3.1709 | 2.4491 |
Largest Winning Trade | 484046 | 484046 | 62159 | 2063409 | 2063409 | 868859 |
Largest Losing Trade | -29924 | -29924 | -14033 | -608723 | -608723 | -531935 |
Avg Bars in Trades | 81 | 63 | 99 | 81 | 63 | 99 |
Avg Bars in Winners | 173 | 143 | 193 | 173 | 143 | 193 |
Avg Bars in Losers | 38 | 36 | 41 | 38 | 36 | 41 |
Bars Traded | 8543 | 3347 | 5196 | 8543 | 3347 | 5196 |
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 | 336597 | -196720 | -173319 | 69302 | -498954 | -173859 |
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{ "first_band": { "type": "pwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 10, "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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