Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1741699.2174 | 1776954.8585 | -35255.6411 | 222089.5308 | 457964.8147 | -235875.2839 |
Total P&L (%) | 1741.6992 | 1776.9549 | -35.2556 | 222.0895 | 457.9648 | -235.8753 |
Avg Daily Profit (%) | 0.7681 | 0.7836 | -0.0155 | 0.0516 | 0.0758 | 0 |
Buy And Hold Return (%) | 219.4064 | 219.4064 | 219.4064 | 219.4064 | 219.4064 | 219.4064 |
Max Trade Drawdown | -194235 | -103029 | -194918 | -489429 | -364314 | -485822 |
Profit Factor | 2.8326 | 4.7142 | 0.9253 | 1.0896 | 1.3672 | 0.8083 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 95 | 50 | 45 | 95 | 50 | 45 |
Profitability (%) | 35.8108 | 32.4324 | 39.1892 | 35.8108 | 32.4324 | 39.1892 |
Ratio Avg Win / Avg Loss | 5.0773 | 9.8213 | 1.4358 | 1.9531 | 2.8482 | 1.2543 |
Largest Winning Trade | 1573789 | 1573789 | 49441 | 603132 | 603132 | 122550 |
Largest Losing Trade | -34345 | -32183 | -34345 | -142995 | -142995 | -128845 |
Avg Bars in Trades | 88 | 84 | 93 | 88 | 84 | 93 |
Avg Bars in Winners | 159 | 155 | 163 | 159 | 155 | 163 |
Avg Bars in Losers | 49 | 50 | 47 | 49 | 50 | 47 |
Bars Traded | 13138 | 6253 | 6885 | 13138 | 6253 | 6885 |
Profit Streak | 15.384 | 0 | 24.2173 | 15.384 | 0 | 24.2173 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495231 | -50678 | -647229 | -411355 | -167679 | -647229 |
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{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 76, "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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