Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281759.0752 | 293197.6385 | -11438.5632 | -98399.2435 | 68131.1335 | -166530.3769 |
Total P&L (%) | 281.7591 | 293.1976 | -11.4386 | -98.3992 | 68.1311 | -166.5304 |
Avg Daily Profit (%) | 0.1516 | 0.1578 | -0.0062 | -0.2222 | 0.028 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212161 | -119883 | -167734 | -255431 | -38916 | -243015 |
Profit Factor | 1.1325 | 1.2866 | 0.9896 | 0.8506 | 1.2799 | 0.5991 |
Total Trades | 546 | 273 | 273 | 546 | 273 | 273 |
Winning Trades | 288 | 147 | 141 | 288 | 147 | 141 |
Losing Trades | 258 | 126 | 132 | 258 | 126 | 132 |
Profitability (%) | 52.7473 | 53.8462 | 51.6484 | 52.7473 | 53.8462 | 51.6484 |
Ratio Avg Win / Avg Loss | 1.0145 | 1.1028 | 0.9265 | 0.762 | 1.097 | 0.5609 |
Largest Winning Trade | 101606 | 101606 | 29901 | 84696 | 84696 | 27948 |
Largest Losing Trade | -96287 | -40569 | -96287 | -155586 | -20951 | -155586 |
Avg Bars in Trades | 13 | 12 | 14 | 13 | 12 | 14 |
Avg Bars in Winners | 11 | 9 | 12 | 11 | 9 | 12 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 7372 | 3364 | 4008 | 7372 | 3364 | 4008 |
Profit Streak | 0 | 0 | 13.661 | 0 | 0 | 13.661 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64136 | 320798 | -578813 | -577291 | -154039 | -578813 |
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{ "first_band": { "type": "pwma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 39, "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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