Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1449566.7328 | 1373029.7201 | 76537.0127 | 928479.5541 | 687971.2133 | 240508.3408 |
Total P&L (%) | 1449.5667 | 1373.0297 | 76.537 | 928.4796 | 687.9712 | 240.5083 |
Avg Daily Profit (%) | 0.7823 | 0.741 | 0.0413 | 0.1259 | 0.1115 | 0.0661 |
Buy And Hold Return (%) | 69.3795 | 69.3795 | 69.3795 | 69.3795 | 69.3795 | 69.3795 |
Max Trade Drawdown | -107666 | -90012 | -60320 | -1718020 | -1552971 | -826346 |
Profit Factor | 4.0376 | 7.1637 | 1.3008 | 1.1436 | 1.2166 | 1.0731 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 40 | 23 | 17 | 40 | 23 | 17 |
Profitability (%) | 42.029 | 34.2857 | 50 | 42.029 | 34.2857 | 50 |
Ratio Avg Win / Avg Loss | 5.5691 | 13.7304 | 1.3008 | 1.5774 | 2.3318 | 1.0731 |
Largest Winning Trade | 1312819 | 1312819 | 65921 | 1485174 | 1485174 | 724561 |
Largest Losing Trade | -36208 | -31510 | -36208 | -704073 | -704073 | -548465 |
Avg Bars in Trades | 155 | 130 | 182 | 155 | 130 | 182 |
Avg Bars in Winners | 254 | 241 | 262 | 254 | 241 | 262 |
Avg Bars in Losers | 84 | 71 | 101 | 84 | 71 | 101 |
Bars Traded | 10750 | 4551 | 6199 | 10750 | 4551 | 6199 |
Profit Streak | 0 | 0 | 43.3921 | 0 | 0 | 43.3921 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89273 | 542483 | -270791 | -195399 | -49205 | -246856 |
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{ "first_band": { "type": "pwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 225, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 179, "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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