Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 922900.035 | 837634.312 | 85265.723 | 3663344.6662 | 1654694.3562 | 2008650.31 |
Total P&L (%) | 922.9 | 837.6343 | 85.2657 | 3663.3447 | 1654.6944 | 2008.6503 |
Avg Daily Profit (%) | 0.3886 | 0.3527 | 0.0359 | 0.1529 | 0.1207 | 0.1285 |
Buy And Hold Return (%) | 410.6569 | 410.6569 | 410.6569 | 410.6569 | 410.6569 | 410.6569 |
Max Trade Drawdown | -137551 | -102721 | -116541 | -1881275 | -1458264 | -1389574 |
Profit Factor | 2.0847 | 3.0061 | 1.1968 | 1.3329 | 1.2843 | 1.3875 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 46.7532 | 38.961 | 54.5455 | 46.7532 | 38.961 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3743 | 4.7095 | 0.9973 | 1.5181 | 2.0121 | 1.1563 |
Largest Winning Trade | 240510 | 240510 | 51798 | 1719156 | 1719156 | 1184475 |
Largest Losing Trade | -39145 | -39145 | -38045 | -1028883 | -536393 | -1028883 |
Avg Bars in Trades | 60 | 55 | 65 | 60 | 55 | 65 |
Avg Bars in Winners | 85 | 84 | 85 | 85 | 84 | 85 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 9269 | 4247 | 5022 | 9269 | 4247 | 5022 |
Profit Streak | 16.1048 | 0 | 30.3548 | 16.1048 | 0 | 30.3548 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305835 | -37790 | -357261 | 329496 | -78788 | -62750 |
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{ "first_band": { "type": "pwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 212, "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) |
---|