Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 611861.7608 | 529130.1118 | 82731.649 | 1145843.1916 | 688022.173 | 457821.0186 |
Total P&L (%) | 611.8618 | 529.1301 | 82.7316 | 1145.8432 | 688.0222 | 457.821 |
Avg Daily Profit (%) | 0.3782 | 0.327 | 0.0511 | 0.156 | 0.1277 | 0.1063 |
Buy And Hold Return (%) | 23.7066 | 23.7066 | 23.7066 | 23.7066 | 23.7066 | 23.7066 |
Max Trade Drawdown | -115022 | -117460 | -117532 | -911432 | -868777 | -391175 |
Profit Factor | 1.8614 | 2.4134 | 1.2463 | 1.3065 | 1.3259 | 1.2813 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 72 | 38 | 34 | 72 | 38 | 34 |
Profitability (%) | 45.4545 | 42.4242 | 48.4848 | 45.4545 | 42.4242 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.2337 | 3.2753 | 1.3242 | 1.5678 | 1.7995 | 1.3614 |
Largest Winning Trade | 153598 | 153598 | 64776 | 634556 | 634556 | 478390 |
Largest Losing Trade | -45834 | -41402 | -45834 | -358817 | -358817 | -207697 |
Avg Bars in Trades | 141 | 135 | 146 | 141 | 135 | 146 |
Avg Bars in Winners | 220 | 225 | 216 | 220 | 225 | 216 |
Avg Bars in Losers | 74 | 69 | 80 | 74 | 69 | 80 |
Bars Traded | 18634 | 8973 | 9661 | 18634 | 8973 | 9661 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420315 | -113682 | -252319 | 269234 | -148216 | -175884 |
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{ "first_band": { "type": "pwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 144, "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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