Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 865978.2617 | 598779.7601 | 267198.5015 | 14109955.5872 | 6951942.0429 | 7158013.5443 |
Total P&L (%) | 865.9783 | 598.7798 | 267.1985 | 14109.9556 | 6951.942 | 7158.0135 |
Avg Daily Profit (%) | 0.4552 | 0.3148 | 0.1405 | 0.2609 | 0.224 | 0.2255 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116259 | -147244 | -60914 | -4450912 | -5025336 | -2238913 |
Profit Factor | 2.2775 | 2.5657 | 1.9045 | 1.7164 | 1.5543 | 2.0007 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 70 | 30 | 40 | 70 | 30 | 40 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 47.619 | 40.5405 | 54.7945 | 47.619 | 40.5405 | 54.7945 |
Ratio Avg Win / Avg Loss | 2.5053 | 3.763 | 1.5712 | 1.8881 | 2.2796 | 1.6506 |
Largest Winning Trade | 238099 | 238099 | 55706 | 6560913 | 6560913 | 3619663 |
Largest Losing Trade | -30471 | -20730 | -30471 | -1948182 | -1948182 | -1206614 |
Avg Bars in Trades | 37 | 35 | 40 | 37 | 35 | 40 |
Avg Bars in Winners | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Losers | 17 | 16 | 17 | 17 | 16 | 17 |
Bars Traded | 5566 | 2636 | 2930 | 5566 | 2636 | 2930 |
Profit Streak | 498.0455 | 504.0455 | 0 | 498.0455 | 504.0455 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 525678 | -53642 | -72970 | 426902 | -56561 | -59001 |
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{ "first_band": { "type": "pwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 19, "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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