Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1788123.807 | 1659394.3294 | 128729.4776 | 12522716.9574 | 1818273.0676 | 10704443.8898 |
Total P&L (%) | 1788.1238 | 1659.3943 | 128.7295 | 12522.717 | 1818.2731 | 10704.4439 |
Avg Daily Profit (%) | 0.7576 | 0.703 | 0.0545 | 0.2052 | 0.1252 | 0.1986 |
Buy And Hold Return (%) | 482.0278 | 482.0278 | 482.0278 | 482.0278 | 482.0278 | 482.0278 |
Max Trade Drawdown | -114496 | -68798 | -78442 | -29874995 | -23470326 | -14473436 |
Profit Factor | 5.3263 | 8.4855 | 1.6718 | 1.1842 | 1.0436 | 1.4073 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 43.2836 | 39.3939 | 47.0588 | 43.2836 | 39.3939 | 47.0588 |
Ratio Avg Win / Avg Loss | 6.9793 | 13.0546 | 1.8807 | 1.5517 | 1.6055 | 1.5832 |
Largest Winning Trade | 1285306 | 1285306 | 58777 | 20674897 | 20674897 | 6930066 |
Largest Losing Trade | -28474 | -28474 | -23103 | -10246704 | -10246704 | -5946660 |
Avg Bars in Trades | 101 | 93 | 109 | 101 | 93 | 109 |
Avg Bars in Winners | 159 | 159 | 159 | 159 | 159 | 159 |
Avg Bars in Losers | 57 | 51 | 64 | 57 | 51 | 64 |
Bars Traded | 6817 | 3100 | 3717 | 6817 | 3100 | 3717 |
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 | -105532 | 503940 | -283859 | -132612 | -203449 | 313756 |
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{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 86, "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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