Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 326878.6597 | 82522.8144 | 244355.8453 | 860972.6515 | 44968.5576 | 816004.0939 |
Total P&L (%) | 326.8787 | 82.5228 | 244.3558 | 860.9727 | 44.9686 | 816.0041 |
Avg Daily Profit (%) | 0.214 | 0.054 | 0.16 | 0.1483 | 0.0243 | 0.1451 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64375 | -42490 | -51849 | -320428 | -505752 | -179154 |
Profit Factor | 2.4524 | 1.6731 | 3.3851 | 1.6952 | 1.0569 | 2.8187 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 25 | 15 | 10 | 25 | 15 | 10 |
Profitability (%) | 56.8966 | 48.2759 | 65.5172 | 56.8966 | 48.2759 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.8579 | 1.7926 | 1.7816 | 1.2842 | 1.1324 | 1.4835 |
Largest Winning Trade | 85016 | 67436 | 85016 | 369601 | 369601 | 198334 |
Largest Losing Trade | -30095 | -18012 | -30095 | -221220 | -221220 | -109550 |
Avg Bars in Trades | 73 | 33 | 112 | 73 | 33 | 112 |
Avg Bars in Winners | 106 | 44 | 151 | 106 | 44 | 151 |
Avg Bars in Losers | 29 | 24 | 38 | 29 | 24 | 38 |
Bars Traded | 4250 | 980 | 3270 | 4250 | 980 | 3270 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -166191 | -118321 | 565513 | -171211 | -320792 | 263853 |
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{ "first_band": { "type": "pwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 232, "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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