Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1822238.2755 | 1877232.9387 | -54994.6633 | 211270.1284 | 975460.3876 | -764190.2592 |
Total P&L (%) | 1822.2383 | 1877.2329 | -54.9947 | 211.2701 | 975.4604 | -764.1903 |
Avg Daily Profit (%) | 0.9759 | 1.0053 | -0.0295 | 0.0608 | 0.1273 | 0 |
Buy And Hold Return (%) | 619.0104 | 619.0104 | 619.0104 | 619.0104 | 619.0104 | 619.0104 |
Max Trade Drawdown | -250157 | -216861 | -79419 | -7546942 | -6406035 | -1774279 |
Profit Factor | 3.1677 | 4.5386 | 0.8227 | 1.0138 | 1.1014 | 0.866 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 46.9027 | 46.4286 | 47.3684 | 46.9027 | 46.4286 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.586 | 5.2368 | 0.9141 | 1.1477 | 1.2708 | 0.9622 |
Largest Winning Trade | 1379591 | 1379591 | 41557 | 5113347 | 5113347 | 1760393 |
Largest Losing Trade | -57039 | -57039 | -26776 | -1950530 | -1950530 | -1488478 |
Avg Bars in Trades | 61 | 96 | 27 | 61 | 96 | 27 |
Avg Bars in Winners | 72 | 115 | 30 | 72 | 115 | 30 |
Avg Bars in Losers | 53 | 80 | 25 | 53 | 80 | 25 |
Bars Traded | 7000 | 5428 | 1572 | 7000 | 5428 | 1572 |
Profit Streak | 0 | 90.8237 | 0 | 0 | 90.8237 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551047 | -163166 | -761578 | -483743 | -322269 | -761578 |
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{ "first_band": { "type": "pwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 55, "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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