Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1379815.2736 | 1341728.8784 | 38086.3952 | 29598030.551 | 36300395.0958 | -6702364.5447 |
Total P&L (%) | 1379.8153 | 1341.7289 | 38.0864 | 29598.0306 | 36300.3951 | -6702.3645 |
Avg Daily Profit (%) | 0.7421 | 0.7216 | 0.0205 | 0.3067 | 0.3177 | 0 |
Buy And Hold Return (%) | 8799.8192 | 8799.8192 | 8799.8192 | 8799.8192 | 8799.8192 | 8799.8192 |
Max Trade Drawdown | -57598 | -27995 | -70198 | -10287210 | -4194985 | -10940734 |
Profit Factor | 5.4682 | 15.1377 | 1.1781 | 1.8288 | 4.3722 | 0.7314 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Profitability (%) | 50 | 56.6667 | 43.3333 | 50 | 56.6667 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.4682 | 11.5759 | 1.5405 | 1.8288 | 3.3435 | 0.9564 |
Largest Winning Trade | 507093 | 507093 | 62642 | 18360131 | 18360131 | 7953960 |
Largest Losing Trade | -40782 | -25866 | -40782 | -6069671 | -4194985 | -6069671 |
Avg Bars in Trades | 347 | 359 | 335 | 347 | 359 | 335 |
Avg Bars in Winners | 525 | 507 | 547 | 525 | 507 | 547 |
Avg Bars in Losers | 170 | 166 | 173 | 170 | 166 | 173 |
Bars Traded | 20864 | 10793 | 10071 | 20864 | 10793 | 10071 |
Profit Streak | 0 | 70.2454 | 0 | 0 | 70.2454 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -318468 | -143378 | -357472 | -163868 | 563108 | -583418 |
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{ "first_band": { "type": "pwma", "factors": { "length": 204, "offset": 250 } }, "second_band": { "type": "dema", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 204, "offset": 250 } }, "second_band": { "type": "dema", "factors": { "length": 159, "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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