Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 624417.134 | 460450.2982 | 163966.8358 | 4403359.7652 | 1605722.5372 | 2797637.2279 |
Total P&L (%) | 624.4171 | 460.4503 | 163.9668 | 4403.3598 | 1605.7225 | 2797.6372 |
Avg Daily Profit (%) | 0.3158 | 0.2329 | 0.0829 | 0.1928 | 0.1436 | 0.1704 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123312 | -72909 | -59305 | -4337649 | -2456513 | -2013743 |
Profit Factor | 2.8893 | 4.1156 | 1.8974 | 1.6202 | 1.4809 | 1.7439 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 55.2632 | 52.6316 | 57.8947 | 55.2632 | 52.6316 | 57.8947 |
Ratio Avg Win / Avg Loss | 2.339 | 3.704 | 1.38 | 1.3116 | 1.3328 | 1.2683 |
Largest Winning Trade | 187215 | 187215 | 70214 | 1945462 | 1275660 | 1945462 |
Largest Losing Trade | -32525 | -21313 | -32525 | -1151740 | -649496 | -1151740 |
Avg Bars in Trades | 75 | 64 | 86 | 75 | 64 | 86 |
Avg Bars in Winners | 111 | 96 | 124 | 111 | 96 | 124 |
Avg Bars in Losers | 31 | 28 | 35 | 31 | 28 | 35 |
Bars Traded | 5755 | 2456 | 3299 | 5755 | 2456 | 3299 |
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 | -38273 | 554502 | -78696 | -42885 | 21479 | 396583 |
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{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 125, "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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