Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529909.9952 | 389739.4366 | 140170.5586 | 2292489.9788 | 1175310.6935 | 1117179.2852 |
Total P&L (%) | 529.91 | 389.7394 | 140.1706 | 2292.49 | 1175.3107 | 1117.1793 |
Avg Daily Profit (%) | 0.2681 | 0.1972 | 0.0709 | 0.1607 | 0.1289 | 0.1265 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -88932 | -82844 | -95772 | -1652320 | -1378513 | -978823 |
Profit Factor | 2.164 | 3.1326 | 1.5144 | 1.4645 | 1.5422 | 1.4037 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 47.8261 | 54.3478 | 41.3043 | 47.8261 | 54.3478 | 41.3043 |
Ratio Avg Win / Avg Loss | 2.3607 | 2.6314 | 2.152 | 1.5977 | 1.2954 | 1.9947 |
Largest Winning Trade | 104322 | 104322 | 56991 | 855537 | 800267 | 855537 |
Largest Losing Trade | -47369 | -17646 | -47369 | -507538 | -345318 | -507538 |
Avg Bars in Trades | 83 | 73 | 92 | 83 | 73 | 92 |
Avg Bars in Winners | 133 | 107 | 167 | 133 | 107 | 167 |
Avg Bars in Losers | 37 | 34 | 39 | 37 | 34 | 39 |
Bars Traded | 7649 | 3397 | 4251 | 7649 | 3397 | 4251 |
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 | 436905 | 511916 | -99062 | 334891 | -18363 | -25194 |
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 186, "offset": 0 } } }
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# | 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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