Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1394149.2838 | 1355936.389 | 38212.8948 | 2451973.9221 | 7497999.5422 | -5046025.6202 |
Total P&L (%) | 1394.1493 | 1355.9364 | 38.2129 | 2451.9739 | 7497.9995 | -5046.0256 |
Avg Daily Profit (%) | 0.7682 | 0.7472 | 0.0211 | 0.1787 | 0.2389 | 0 |
Buy And Hold Return (%) | 616.0134 | 616.0134 | 616.0134 | 616.0134 | 616.0134 | 616.0134 |
Max Trade Drawdown | -124232 | -86707 | -76817 | -11871125 | -6147112 | -6774059 |
Profit Factor | 2.7027 | 4.7426 | 1.0837 | 1.064 | 1.4093 | 0.7475 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 101 | 54 | 47 | 101 | 54 | 47 |
Profitability (%) | 38.4146 | 34.1463 | 42.6829 | 38.4146 | 34.1463 | 42.6829 |
Ratio Avg Win / Avg Loss | 4.3329 | 9.1464 | 1.4553 | 1.7058 | 2.7179 | 1.0038 |
Largest Winning Trade | 919653 | 919653 | 75258 | 6086350 | 6086350 | 2248394 |
Largest Losing Trade | -29835 | -29835 | -28753 | -3307259 | -3307259 | -2283281 |
Avg Bars in Trades | 130 | 123 | 138 | 130 | 123 | 138 |
Avg Bars in Winners | 215 | 202 | 225 | 215 | 202 | 225 |
Avg Bars in Losers | 78 | 82 | 73 | 78 | 82 | 73 |
Bars Traded | 21475 | 10124 | 11352 | 21475 | 10124 | 11352 |
Profit Streak | 6.0292 | 0 | 7.7792 | 6.0292 | 0 | 7.7792 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 358816 | 149373 | -465582 | -146340 | -390 | -585738 |
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{ "first_band": { "type": "pwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 146, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 146, "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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