Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1325477.9739 | 1305965.5358 | 19512.4381 | 1657189.5569 | 6925091.6694 | -5267902.1125 |
Total P&L (%) | 1325.478 | 1305.9655 | 19.5124 | 1657.1896 | 6925.0917 | -5267.9021 |
Avg Daily Profit (%) | 0.7299 | 0.7191 | 0.0107 | 0.158 | 0.2344 | 0 |
Buy And Hold Return (%) | 586.3945 | 586.3945 | 586.3945 | 586.3945 | 586.3945 | 586.3945 |
Max Trade Drawdown | -167187 | -100878 | -87516 | -11682409 | -6637033 | -6652158 |
Profit Factor | 2.528 | 4.2528 | 1.0419 | 1.0428 | 1.3663 | 0.734 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 37.3494 | 34.9398 | 39.759 | 37.3494 | 34.9398 | 39.759 |
Ratio Avg Win / Avg Loss | 4.2405 | 7.9189 | 1.5786 | 1.7492 | 2.5442 | 1.1121 |
Largest Winning Trade | 883334 | 883334 | 73448 | 5853340 | 5853340 | 2412304 |
Largest Losing Trade | -29040 | -29040 | -25698 | -2931080 | -2931080 | -1531879 |
Avg Bars in Trades | 129 | 121 | 137 | 129 | 121 | 137 |
Avg Bars in Winners | 224 | 196 | 249 | 224 | 196 | 249 |
Avg Bars in Losers | 72 | 81 | 63 | 72 | 81 | 63 |
Bars Traded | 21474 | 10091 | 11383 | 21474 | 10091 | 11383 |
Profit Streak | 7.6445 | 0 | 9.3112 | 7.6445 | 0 | 9.3112 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318970 | 293690 | -521260 | -171279 | 134761 | -582759 |
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{ "first_band": { "type": "pwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 161, "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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