Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1498687.3534 | 1380610.4659 | 118076.8875 | 13076946.5005 | 12334653.9971 | 742292.5034 |
Total P&L (%) | 1498.6874 | 1380.6105 | 118.0769 | 13076.9465 | 12334.654 | 742.2925 |
Avg Daily Profit (%) | 0.8204 | 0.7558 | 0.0646 | 0.2676 | 0.2644 | 0.1167 |
Buy And Hold Return (%) | 692.5327 | 692.5327 | 692.5327 | 692.5327 | 692.5327 | 692.5327 |
Max Trade Drawdown | -73200 | -53597 | -52498 | -19204069 | -13017600 | -11675654 |
Profit Factor | 3.5755 | 5.7131 | 1.4086 | 1.1763 | 1.3428 | 1.0194 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 66 | 34 | 32 | 66 | 34 | 32 |
Profitability (%) | 39.4495 | 37.037 | 41.8182 | 39.4495 | 37.037 | 41.8182 |
Ratio Avg Win / Avg Loss | 5.4879 | 9.7123 | 1.9598 | 1.8054 | 2.2827 | 1.4183 |
Largest Winning Trade | 771991 | 771991 | 75713 | 16385825 | 16385825 | 9436366 |
Largest Losing Trade | -29021 | -24151 | -29021 | -7186334 | -5973573 | -7186334 |
Avg Bars in Trades | 97 | 91 | 104 | 97 | 91 | 104 |
Avg Bars in Winners | 162 | 154 | 168 | 162 | 154 | 168 |
Avg Bars in Losers | 56 | 54 | 57 | 56 | 54 | 57 |
Bars Traded | 10678 | 4955 | 5723 | 10678 | 4955 | 5723 |
Profit Streak | 26.6495 | 28.3161 | 26.6495 | 26.6495 | 28.3162 | 26.6495 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408302 | -170381 | -453233 | -19708 | -174511 | -562029 |
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{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 104, "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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