Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1845717.3502 | 1690928.2153 | 154789.1349 | 15778540.962 | 1678706.6533 | 14099834.3087 |
Total P&L (%) | 1845.7174 | 1690.9282 | 154.7891 | 15778.541 | 1678.7067 | 14099.8343 |
Avg Daily Profit (%) | 0.8133 | 0.7451 | 0.0682 | 0.2235 | 0.1269 | 0.2186 |
Buy And Hold Return (%) | 532.0288 | 532.0288 | 532.0288 | 532.0288 | 532.0288 | 532.0288 |
Max Trade Drawdown | -64019 | -48914 | -35465 | -12375812 | -11470820 | -4362418 |
Profit Factor | 5.632 | 8.0356 | 1.9789 | 1.3684 | 1.0581 | 2.0112 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 54.6667 | 50 | 59.4595 | 54.6667 | 50 | 59.4595 |
Ratio Avg Win / Avg Loss | 4.6705 | 8.0356 | 1.3492 | 1.1348 | 1.0581 | 1.3713 |
Largest Winning Trade | 1222723 | 1222723 | 57304 | 7402355 | 7402355 | 4861869 |
Largest Losing Trade | -33402 | -32451 | -33402 | -7394508 | -7394508 | -4225878 |
Avg Bars in Trades | 58 | 75 | 40 | 58 | 75 | 40 |
Avg Bars in Winners | 72 | 99 | 49 | 72 | 99 | 49 |
Avg Bars in Losers | 40 | 51 | 26 | 40 | 51 | 26 |
Bars Traded | 4356 | 2876 | 1480 | 4356 | 2876 | 1480 |
Profit Streak | 0 | 0 | 173.9711 | 0 | 0 | 173.9711 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41652 | 658262 | -262410 | -51654 | -182735 | 485800 |
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{ "first_band": { "type": "pwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 26, "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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