Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1546187.5083 | 1649511.5298 | -103324.0215 | -7867.5974 | 315926.5296 | -323794.127 |
Total P&L (%) | 1546.1875 | 1649.5115 | -103.324 | -7.8676 | 315.9265 | -323.7941 |
Avg Daily Profit (%) | 0.824 | 0.8791 | -0.0551 | -0.0044 | 0.076 | 0 |
Buy And Hold Return (%) | 502.2735 | 502.2735 | 502.2735 | 502.2735 | 502.2735 | 502.2735 |
Max Trade Drawdown | -199490 | -121660 | -186497 | -601418 | -277116 | -424463 |
Profit Factor | 2.9213 | 5.0833 | 0.7422 | 0.9951 | 1.3973 | 0.5961 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Profitability (%) | 32.6087 | 30.4348 | 34.7826 | 32.6087 | 30.4348 | 34.7826 |
Ratio Avg Win / Avg Loss | 6.0374 | 11.6189 | 1.3916 | 2.0565 | 3.1939 | 1.1176 |
Largest Winning Trade | 1259640 | 1259640 | 70311 | 529678 | 529678 | 92179 |
Largest Losing Trade | -57424 | -40253 | -57424 | -280763 | -154150 | -280763 |
Avg Bars in Trades | 58 | 44 | 73 | 58 | 44 | 73 |
Avg Bars in Winners | 111 | 86 | 132 | 111 | 86 | 132 |
Avg Bars in Losers | 33 | 25 | 41 | 33 | 25 | 41 |
Bars Traded | 5400 | 2037 | 3362 | 5400 | 2037 | 3362 |
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 | 331407 | 385090 | -584955 | -584518 | -263005 | -584955 |
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{ "first_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 166, "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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