Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1477443.3674 | 1388407.3179 | 89036.0496 | 6252653.4867 | 7781820.8359 | -1529167.3493 |
Total P&L (%) | 1477.4434 | 1388.4073 | 89.0361 | 6252.6535 | 7781.8208 | -1529.1673 |
Avg Daily Profit (%) | 0.8118 | 0.7629 | 0.0489 | 0.2284 | 0.2402 | 0 |
Buy And Hold Return (%) | 627.1004 | 627.1004 | 627.1004 | 627.1004 | 627.1004 | 627.1004 |
Max Trade Drawdown | -86252 | -74121 | -59512 | -11791398 | -7020005 | -6863701 |
Profit Factor | 3.4721 | 5.5645 | 1.3034 | 1.1289 | 1.306 | 0.9338 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Profitability (%) | 42.9907 | 41.5094 | 44.4444 | 42.9907 | 41.5094 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.6043 | 7.8409 | 1.6292 | 1.497 | 1.8402 | 1.1672 |
Largest Winning Trade | 798646 | 798646 | 71167 | 12611886 | 12611886 | 3765436 |
Largest Losing Trade | -29655 | -29655 | -25148 | -3506575 | -2304673 | -3506575 |
Avg Bars in Trades | 49 | 44 | 54 | 49 | 44 | 54 |
Avg Bars in Winners | 78 | 74 | 81 | 78 | 74 | 81 |
Avg Bars in Losers | 28 | 23 | 33 | 28 | 23 | 33 |
Bars Traded | 5338 | 2370 | 2968 | 5338 | 2370 | 2968 |
Profit Streak | 0 | 71.5606 | 0 | 0 | 71.5606 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462975 | -166794 | -474356 | -72936 | -172776 | -761327 |
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{ "first_band": { "type": "pwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 83, "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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