Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2819795.4838 | 2627360.9645 | 192434.5193 | 36428516.1401 | 13446030.8832 | 22982485.2569 |
Total P&L (%) | 2819.7955 | 2627.361 | 192.4345 | 36428.5161 | 13446.0309 | 22982.4853 |
Avg Daily Profit (%) | 1.5234 | 1.4194 | 0.104 | 0.3193 | 0.2655 | 0.2944 |
Buy And Hold Return (%) | 185.2838 | 185.2838 | 185.2838 | 185.2838 | 185.2838 | 185.2838 |
Max Trade Drawdown | -59911 | -42668 | -27564 | -19662963 | -15979802 | -6691559 |
Profit Factor | 9.1123 | 15.8908 | 2.1244 | 1.6237 | 1.3522 | 2.1359 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 47.3684 | 44.8276 | 50 | 47.3684 | 44.8276 | 50 |
Ratio Avg Win / Avg Loss | 10.1248 | 19.5579 | 2.1244 | 1.8041 | 1.6643 | 2.1359 |
Largest Winning Trade | 2293887 | 2293887 | 75927 | 17480464 | 15063834 | 17480464 |
Largest Losing Trade | -30760 | -30684 | -30760 | -11351934 | -11351934 | -6691559 |
Avg Bars in Trades | 93 | 104 | 82 | 93 | 104 | 82 |
Avg Bars in Winners | 163 | 193 | 134 | 163 | 193 | 134 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 5347 | 3025 | 2322 | 5347 | 3025 | 2322 |
Profit Streak | 0 | 0 | 46.4049 | 0 | 0 | 46.4049 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158201 | 725952 | -224418 | -168391 | 289634 | -7590 |
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{ "first_band": { "type": "pwma", "factors": { "length": 160, "offset": 16 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 160, "offset": 16 } }, "second_band": { "type": "dcu", "factors": { "length": 11, "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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