Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1513598.5053 | 1424776.2955 | 88822.2098 | 312213.087 | -382444.1731 | 694657.2601 |
Total P&L (%) | 1513.5985 | 1424.7763 | 88.8222 | 312.2131 | -382.4442 | 694.6573 |
Avg Daily Profit (%) | 0.6427 | 0.605 | 0.0377 | 0.0602 | 0 | 0.0881 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139515 | -101934 | -118958 | -717168 | -1114142 | -223485 |
Profit Factor | 3.3815 | 5.0135 | 1.3166 | 1.1062 | 0.8049 | 1.7097 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 41.0256 | 33.3333 | 48.7179 | 41.0256 | 33.3333 | 48.7179 |
Ratio Avg Win / Avg Loss | 4.8609 | 10.0271 | 1.3859 | 1.5902 | 1.6098 | 1.7997 |
Largest Winning Trade | 1424628 | 1424628 | 65915 | 367343 | 367343 | 305565 |
Largest Losing Trade | -54439 | -35935 | -54439 | -341120 | -341120 | -213720 |
Avg Bars in Trades | 88 | 75 | 101 | 88 | 75 | 101 |
Avg Bars in Winners | 131 | 128 | 134 | 131 | 128 | 134 |
Avg Bars in Losers | 58 | 48 | 70 | 58 | 48 | 70 |
Bars Traded | 6892 | 2933 | 3959 | 6892 | 2933 | 3959 |
Profit Streak | 0 | 0 | 75.2816 | 0 | 0 | 75.2816 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23979 | 462359 | -141845 | -257417 | -584461 | -71258 |
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{ "first_band": { "type": "pwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 44, "offset": 12 } } }
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# | 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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