Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1552121.2741 | 1632780.0691 | -80658.795 | 19254.178 | 216629.3401 | -197375.1621 |
Total P&L (%) | 1552.1213 | 1632.7801 | -80.6588 | 19.2542 | 216.6293 | -197.3752 |
Avg Daily Profit (%) | 0.8514 | 0.8957 | -0.0442 | 0.0097 | 0.0632 | 0 |
Buy And Hold Return (%) | 711.4335 | 711.4335 | 711.4335 | 711.4335 | 711.4335 | 711.4335 |
Max Trade Drawdown | -179044 | -162822 | -87567 | -678247 | -697094 | -306214 |
Profit Factor | 2.3636 | 3.1015 | 0.7767 | 1.0063 | 1.0994 | 0.7727 |
Total Trades | 233 | 116 | 117 | 233 | 116 | 117 |
Winning Trades | 98 | 44 | 54 | 98 | 44 | 54 |
Losing Trades | 135 | 72 | 63 | 135 | 72 | 63 |
Profitability (%) | 42.0601 | 37.931 | 46.1538 | 42.0601 | 37.931 | 46.1538 |
Ratio Avg Win / Avg Loss | 3.256 | 5.0752 | 0.9062 | 1.3863 | 1.799 | 0.9014 |
Largest Winning Trade | 1209451 | 1209451 | 21748 | 474854 | 474854 | 111812 |
Largest Losing Trade | -49519 | -49519 | -27174 | -219749 | -219749 | -109752 |
Avg Bars in Trades | 91 | 150 | 32 | 91 | 150 | 32 |
Avg Bars in Winners | 115 | 212 | 36 | 115 | 212 | 36 |
Avg Bars in Losers | 74 | 113 | 29 | 74 | 113 | 29 |
Bars Traded | 21323 | 17501 | 3821 | 21323 | 17501 | 3821 |
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 | 365991 | 335295 | -582516 | -561149 | -389269 | -582516 |
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{ "first_band": { "type": "pwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 78, "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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