Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2105509.8903 | 2020388.5751 | 85121.3152 | 4485463.4835 | 4211180.6835 | 274282.8 |
Total P&L (%) | 2105.5099 | 2020.3886 | 85.1213 | 4485.4635 | 4211.1807 | 274.2828 |
Avg Daily Profit (%) | 1.1276 | 1.0821 | 0.0456 | 0.2051 | 0.2018 | 0.0707 |
Buy And Hold Return (%) | 532.5895 | 532.5895 | 532.5895 | 532.5895 | 532.5895 | 532.5895 |
Max Trade Drawdown | -126775 | -155614 | -45558 | -9453148 | -8889761 | -3098720 |
Profit Factor | 4.2388 | 5.9949 | 1.3466 | 1.1784 | 1.2772 | 1.0276 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 43 | 17 | 26 | 43 | 17 | 26 |
Losing Trades | 81 | 45 | 36 | 81 | 45 | 36 |
Profitability (%) | 34.6774 | 27.4194 | 41.9355 | 34.6774 | 27.4194 | 41.9355 |
Ratio Avg Win / Avg Loss | 7.9847 | 15.8688 | 1.8645 | 2.2197 | 3.3809 | 1.4228 |
Largest Winning Trade | 1427964 | 1427964 | 54933 | 9322050 | 9322050 | 2920299 |
Largest Losing Trade | -33319 | -33319 | -25989 | -2898237 | -1971544 | -2898237 |
Avg Bars in Trades | 87 | 100 | 74 | 87 | 100 | 74 |
Avg Bars in Winners | 143 | 179 | 119 | 143 | 179 | 119 |
Avg Bars in Losers | 57 | 70 | 42 | 57 | 70 | 42 |
Bars Traded | 10862 | 6215 | 4647 | 10862 | 6215 | 4647 |
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 | 460566 | -154080 | -453914 | -20751 | -164501 | -612115 |
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{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "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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