Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385666.2353 | 423415.9927 | -37749.7574 | -72205.5347 | 701651.6378 | -773857.1725 |
Total P&L (%) | 385.6662 | 423.416 | -37.7498 | -72.2055 | 701.6516 | -773.8572 |
Avg Daily Profit (%) | 0.2384 | 0.2617 | -0.0233 | -0.0791 | 0.1287 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206323 | -153564 | -124240 | -1013545 | -819744 | -1141412 |
Profit Factor | 1.4747 | 1.9941 | 0.9023 | 0.9811 | 1.3709 | 0.5985 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Profitability (%) | 49.5575 | 51.7857 | 47.3684 | 49.5575 | 51.7857 | 47.3684 |
Ratio Avg Win / Avg Loss | 1.501 | 1.8565 | 1.0026 | 0.9986 | 1.2763 | 0.665 |
Largest Winning Trade | 183580 | 183580 | 52189 | 443843 | 443843 | 282303 |
Largest Losing Trade | -75408 | -67961 | -75408 | -784243 | -519815 | -784243 |
Avg Bars in Trades | 167 | 246 | 89 | 167 | 246 | 89 |
Avg Bars in Winners | 134 | 169 | 97 | 134 | 169 | 97 |
Avg Bars in Losers | 198 | 328 | 82 | 198 | 328 | 82 |
Bars Traded | 18882 | 13792 | 5090 | 18882 | 13792 | 5090 |
Profit Streak | 479.4303 | 0 | 485.4303 | 479.4303 | 0 | 485.4303 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393270 | -167886 | -759229 | -580065 | -200056 | -760896 |
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{ "first_band": { "type": "pwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 66, "offset": 238 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 66, "offset": 238 } } }
# | 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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