Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607662.2729 | 585928.7623 | 21733.5106 | -57956.398 | -51197.8141 | -6758.5839 |
Total P&L (%) | 607.6623 | 585.9288 | 21.7335 | -57.9564 | -51.1978 | -6.7586 |
Avg Daily Profit (%) | 0.313 | 0.3018 | 0.0112 | -0.0446 | -0.0369 | -0.0036 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -166065 | -130028 | -140611 | -143604 | -159043 | -85591 |
Profit Factor | 1.894 | 2.5872 | 1.07 | 0.8783 | 0.8261 | 0.9628 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 38 | 24 | 14 | 38 | 24 | 14 |
Profitability (%) | 49.3333 | 36.8421 | 62.1622 | 49.3333 | 36.8421 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.9452 | 4.4352 | 0.6513 | 0.902 | 1.4162 | 0.5861 |
Largest Winning Trade | 621939 | 621939 | 38417 | 129431 | 129431 | 33526 |
Largest Losing Trade | -68976 | -42133 | -68976 | -65513 | -61707 | -65513 |
Avg Bars in Trades | 74 | 57 | 92 | 74 | 57 | 92 |
Avg Bars in Winners | 106 | 91 | 115 | 106 | 91 | 115 |
Avg Bars in Losers | 43 | 37 | 54 | 43 | 37 | 54 |
Bars Traded | 5582 | 2178 | 3404 | 5582 | 2178 | 3404 |
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 | -48937 | 314546 | -327235 | -642314 | -584215 | -579195 |
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{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 194, "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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