Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1509895.1673 | 1471951.4381 | 37943.7292 | 1536326.8829 | 2112705.2374 | -576378.3545 |
Total P&L (%) | 1509.8952 | 1471.9514 | 37.9437 | 1536.3269 | 2112.7052 | -576.3784 |
Avg Daily Profit (%) | 0.8314 | 0.8105 | 0.0209 | 0.154 | 0.1707 | 0 |
Buy And Hold Return (%) | 652.9657 | 652.9657 | 652.9657 | 652.9657 | 652.9657 | 652.9657 |
Max Trade Drawdown | -117269 | -93625 | -62793 | -3588157 | -2628263 | -1661369 |
Profit Factor | 3.8669 | 5.7544 | 1.1748 | 1.1386 | 1.3191 | 0.8708 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 43.0556 | 33.3333 | 52.7778 | 43.0556 | 33.3333 | 52.7778 |
Ratio Avg Win / Avg Loss | 5.1143 | 11.5088 | 1.0511 | 1.5059 | 2.6382 | 0.7792 |
Largest Winning Trade | 926316 | 926316 | 76914 | 2754365 | 2754365 | 822866 |
Largest Losing Trade | -52218 | -52218 | -42612 | -1415319 | -1415319 | -1357174 |
Avg Bars in Trades | 93 | 138 | 49 | 93 | 138 | 49 |
Avg Bars in Winners | 110 | 183 | 65 | 110 | 183 | 65 |
Avg Bars in Losers | 81 | 116 | 31 | 81 | 116 | 31 |
Bars Traded | 6762 | 4997 | 1765 | 6762 | 4997 | 1765 |
Profit Streak | 0 | 87.3288 | 0 | 0 | 87.3288 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71127 | 374550 | -358613 | -150294 | 9789 | -580420 |
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{ "first_band": { "type": "pwma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 72, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 72, "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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