Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1159834.5719 | 1179769.9301 | -19935.3582 | 377143.2973 | 929348.0945 | -552204.7972 |
Total P&L (%) | 1159.8346 | 1179.7699 | -19.9354 | 377.1433 | 929.3481 | -552.2048 |
Avg Daily Profit (%) | 0.64 | 0.651 | -0.011 | 0.0863 | 0.1287 | 0 |
Buy And Hold Return (%) | 510.2786 | 510.2786 | 510.2786 | 510.2786 | 510.2786 | 510.2786 |
Max Trade Drawdown | -139511 | -82677 | -106657 | -1366909 | -650550 | -857354 |
Profit Factor | 2.5161 | 4.1768 | 0.9494 | 1.0814 | 1.4117 | 0.7675 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 51.6949 | 45.7627 | 57.6271 | 51.6949 | 45.7627 | 57.6271 |
Ratio Avg Win / Avg Loss | 2.3511 | 4.9503 | 0.6981 | 1.0105 | 1.6731 | 0.5644 |
Largest Winning Trade | 515207 | 515207 | 69420 | 1252931 | 1252931 | 391896 |
Largest Losing Trade | -58528 | -58528 | -55477 | -408648 | -322085 | -408648 |
Avg Bars in Trades | 59 | 65 | 53 | 59 | 65 | 53 |
Avg Bars in Winners | 70 | 86 | 58 | 70 | 86 | 58 |
Avg Bars in Losers | 46 | 47 | 46 | 46 | 47 | 46 |
Bars Traded | 6982 | 3844 | 3137 | 6982 | 3844 | 3137 |
Profit Streak | 7.8979 | 8.8979 | 7.8979 | 7.8979 | 8.8979 | 7.8979 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 474917 | -163384 | -755794 | -372883 | -204604 | -755794 |
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{ "first_band": { "type": "dema", "factors": { "length": 249, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 38, "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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