Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116893.4726 | 1335522.822 | -218629.3494 | -98994.8986 | 216687.2505 | -315682.1491 |
Total P&L (%) | 1116.8935 | 1335.5228 | -218.6293 | -98.9949 | 216.6873 | -315.6821 |
Avg Daily Profit (%) | 0.4914 | 0.5876 | -0.0962 | -0.2022 | 0.0507 | 0 |
Buy And Hold Return (%) | 97.5096 | 97.5096 | 97.5096 | 97.5096 | 97.5096 | 97.5096 |
Max Trade Drawdown | -253852 | -159031 | -342565 | -241772 | -103912 | -333276 |
Profit Factor | 1.8291 | 3.1762 | 0.7019 | 0.8619 | 1.8101 | 0.2977 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 122 | 65 | 57 | 122 | 65 | 57 |
Profitability (%) | 33.3333 | 29.3478 | 37.3626 | 33.3333 | 29.3478 | 37.3626 |
Ratio Avg Win / Avg Loss | 3.6582 | 7.6465 | 1.1767 | 1.7239 | 4.3577 | 0.4991 |
Largest Winning Trade | 1278855 | 1278855 | 51099 | 225170 | 225170 | 32925 |
Largest Losing Trade | -94583 | -30086 | -94583 | -87627 | -43798 | -87627 |
Avg Bars in Trades | 72 | 66 | 77 | 72 | 66 | 77 |
Avg Bars in Winners | 134 | 135 | 134 | 134 | 135 | 134 |
Avg Bars in Losers | 40 | 38 | 43 | 40 | 38 | 43 |
Bars Traded | 13178 | 6138 | 7040 | 13178 | 6138 | 7040 |
Profit Streak | 0 | 0 | 62.6757 | 0 | 0 | 62.6757 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305135 | 232577 | -583362 | -583523 | -138093 | -585029 |
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{ "first_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 75, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 75, "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) |
---|