Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1644047.2624 | 1557208.3633 | 86838.8991 | 7294856.7096 | 8426816.7284 | -1131960.0188 |
Total P&L (%) | 1644.0473 | 1557.2084 | 86.8389 | 7294.8567 | 8426.8167 | -1131.96 |
Avg Daily Profit (%) | 0.9027 | 0.855 | 0.0477 | 0.2366 | 0.2444 | 0 |
Buy And Hold Return (%) | 584.0881 | 584.0881 | 584.0881 | 584.0881 | 584.0881 | 584.0881 |
Max Trade Drawdown | -81811 | -60515 | -59156 | -12595307 | -8978353 | -8176002 |
Profit Factor | 3.4562 | 5.6134 | 1.2617 | 1.1415 | 1.3254 | 0.9559 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 71 | 39 | 32 | 71 | 39 | 32 |
Profitability (%) | 39.3162 | 32.7586 | 45.7627 | 39.3162 | 32.7586 | 45.7627 |
Ratio Avg Win / Avg Loss | 5.3346 | 11.5223 | 1.4954 | 1.7619 | 2.7206 | 1.1329 |
Largest Winning Trade | 948590 | 948590 | 74318 | 14086964 | 14086964 | 5990342 |
Largest Losing Trade | -39219 | -26973 | -39219 | -3268626 | -2753884 | -3268626 |
Avg Bars in Trades | 91 | 86 | 96 | 91 | 86 | 96 |
Avg Bars in Winners | 154 | 157 | 152 | 154 | 157 | 152 |
Avg Bars in Losers | 50 | 51 | 48 | 50 | 51 | 48 |
Bars Traded | 10684 | 5009 | 5675 | 10684 | 5009 | 5675 |
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 | 458839 | -168987 | -473490 | -59270 | -177270 | -757439 |
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{ "first_band": { "type": "pwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 79, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 79, "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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