Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000800.6411 | 998357.9129 | 2442.7282 | 7173699.1244 | 14182664.0129 | -7008964.8886 |
Total P&L (%) | 1000.8006 | 998.3579 | 2.4427 | 7173.6991 | 14182.664 | -7008.9649 |
Avg Daily Profit (%) | 0.5356 | 0.5343 | 0.0013 | 0.2297 | 0.2659 | 0 |
Buy And Hold Return (%) | 5165.697 | 5165.697 | 5165.697 | 5165.697 | 5165.697 | 5165.697 |
Max Trade Drawdown | -117490 | -137409 | -98203 | -9066983 | -3937044 | -8756609 |
Profit Factor | 2.0685 | 3.096 | 1.0053 | 1.1788 | 1.7177 | 0.6559 |
Total Trades | 249 | 124 | 125 | 249 | 124 | 125 |
Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Losing Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Profitability (%) | 47.3896 | 50 | 44.8 | 47.3896 | 50 | 44.8 |
Ratio Avg Win / Avg Loss | 2.2964 | 3.096 | 1.2387 | 1.3086 | 1.7177 | 0.8082 |
Largest Winning Trade | 344312 | 344312 | 41936 | 5212903 | 5212903 | 1455475 |
Largest Losing Trade | -38994 | -38994 | -22017 | -2165226 | -2165226 | -1675251 |
Avg Bars in Trades | 44 | 46 | 41 | 44 | 46 | 41 |
Avg Bars in Winners | 65 | 65 | 64 | 65 | 65 | 64 |
Avg Bars in Losers | 24 | 26 | 23 | 24 | 26 | 23 |
Bars Traded | 10956 | 5722 | 5234 | 10956 | 5722 | 5234 |
Profit Streak | 32.2065 | 54.0398 | 32.2065 | 32.2065 | 54.0398 | 32.2065 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149654 | -148208 | -573236 | -59159 | 334017 | -582481 |
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{ "first_band": { "type": "pwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 106, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 106, "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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