Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1649513.372 | 1625646.4074 | 23866.9645 | 211424.3926 | 4696785.971 | -4485361.5784 |
Total P&L (%) | 1649.5134 | 1625.6464 | 23.867 | 211.4244 | 4696.786 | -4485.3616 |
Avg Daily Profit (%) | 0.7104 | 0.7001 | 0.0103 | 0.0489 | 0.1668 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -249672 | -194411 | -141437 | -11942256 | -6714719 | -5363188 |
Profit Factor | 3.2837 | 5.7565 | 1.0627 | 1.0136 | 1.6472 | 0.4622 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 49.1803 | 40 | 58.0645 | 49.1803 | 40 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.3932 | 8.6347 | 0.7675 | 1.0473 | 2.4708 | 0.3338 |
Largest Winning Trade | 1300275 | 1300275 | 68870 | 8782879 | 8782879 | 1160238 |
Largest Losing Trade | -61377 | -43046 | -61377 | -4282213 | -2255414 | -4282213 |
Avg Bars in Trades | 72 | 91 | 54 | 72 | 91 | 54 |
Avg Bars in Winners | 86 | 117 | 65 | 86 | 117 | 65 |
Avg Bars in Losers | 58 | 73 | 38 | 58 | 73 | 38 |
Bars Traded | 4408 | 2731 | 1677 | 4408 | 2731 | 1677 |
Profit Streak | 50.1444 | 50.1444 | 81.1444 | 50.1444 | 50.1444 | 81.1444 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146224 | 622445 | -334643 | -498078 | 270068 | -578810 |
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{ "first_band": { "type": "pwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 154, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 147, "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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