Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806441.1284 | 720616.5664 | 85824.5619 | 2128873.5525 | 3208591.8308 | -1079718.2783 |
Total P&L (%) | 806.4411 | 720.6166 | 85.8246 | 2128.8736 | 3208.5918 | -1079.7183 |
Avg Daily Profit (%) | 0.4429 | 0.3957 | 0.0471 | 0.1706 | 0.1923 | 0 |
Buy And Hold Return (%) | 734.8267 | 734.8267 | 734.8267 | 734.8267 | 734.8267 | 734.8267 |
Max Trade Drawdown | -79723 | -46381 | -67546 | -1693318 | -843454 | -1694741 |
Profit Factor | 3.528 | 6.576 | 1.4523 | 1.3514 | 2.7582 | 0.745 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 | 48.2759 |
Ratio Avg Win / Avg Loss | 3.78 | 7.0457 | 1.556 | 1.4479 | 2.9552 | 0.7982 |
Largest Winning Trade | 275587 | 275587 | 67722 | 2580005 | 2580005 | 680763 |
Largest Losing Trade | -58219 | -26400 | -58219 | -1341019 | -548648 | -1341019 |
Avg Bars in Trades | 58 | 37 | 80 | 58 | 37 | 80 |
Avg Bars in Winners | 90 | 46 | 134 | 90 | 46 | 134 |
Avg Bars in Losers | 29 | 28 | 29 | 29 | 28 | 29 |
Bars Traded | 3403 | 1083 | 2320 | 3403 | 1083 | 2320 |
Profit Streak | 0 | 28.2337 | 0 | 0 | 28.2337 | 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 | -298799 | -147724 | -294344 | -175188 | 401544 | -581503 |
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 16, "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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