Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3213265.9285 | 3092588.7543 | 120677.1742 | 100910026.9104 | 77417141.3838 | 23492885.5267 |
Total P&L (%) | 3213.2659 | 3092.5888 | 120.6772 | 100910.0269 | 77417.1414 | 23492.8855 |
Avg Daily Profit (%) | 1.7266 | 1.6618 | 0.0648 | 0.3724 | 0.3581 | 0.294 |
Buy And Hold Return (%) | 10492.9061 | 10492.9061 | 10492.9061 | 10492.9061 | 10492.9061 | 10492.9061 |
Max Trade Drawdown | -117521 | -90387 | -64783 | -37907128 | -32634431 | -24040475 |
Profit Factor | 11.5597 | 18.1854 | 1.9705 | 2.0409 | 2.3414 | 1.5988 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 48.3333 | 50 | 46.6667 | 48.3333 | 50 | 46.6667 |
Ratio Avg Win / Avg Loss | 12.3569 | 18.1854 | 2.252 | 2.1816 | 2.3414 | 1.8272 |
Largest Winning Trade | 2099341 | 2099341 | 63653 | 45585473 | 45585473 | 18568849 |
Largest Losing Trade | -56697 | -56697 | -36664 | -24647017 | -24647017 | -6787839 |
Avg Bars in Trades | 84 | 126 | 43 | 84 | 126 | 43 |
Avg Bars in Winners | 118 | 182 | 49 | 118 | 182 | 49 |
Avg Bars in Losers | 53 | 70 | 38 | 53 | 70 | 38 |
Bars Traded | 5097 | 3794 | 1303 | 5097 | 3794 | 1303 |
Profit Streak | 0 | 208.1691 | 0 | 0 | 208.1691 | 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 | -317427 | -142790 | -269724 | -160757 | 518143 | 188003 |
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{ "first_band": { "type": "pwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 197, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 47, "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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