Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845788.5405 | 760662.1189 | 85126.4216 | 6235393.7485 | 6263718.7952 | -28325.0467 |
Total P&L (%) | 845.7885 | 760.6621 | 85.1264 | 6235.3937 | 6263.7188 | -28.325 |
Avg Daily Profit (%) | 0.3382 | 0.3042 | 0.034 | 0.1661 | 0.1662 | -0.0133 |
Buy And Hold Return (%) | 805.6559 | 805.6559 | 805.6559 | 805.6559 | 805.6559 | 805.6559 |
Max Trade Drawdown | -75476 | -68899 | -37823 | -991159 | -751271 | -972719 |
Profit Factor | 2.8687 | 4.5642 | 1.3559 | 2.2676 | 3.4292 | 0.9879 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 56.6265 | 53.6585 | 59.5238 | 56.6265 | 53.6585 | 59.5238 |
Ratio Avg Win / Avg Loss | 2.1973 | 3.9418 | 0.922 | 1.7369 | 2.9616 | 0.6718 |
Largest Winning Trade | 294817 | 294817 | 52283 | 4058730 | 4058730 | 334407 |
Largest Losing Trade | -37440 | -35462 | -37440 | -497044 | -497044 | -494114 |
Avg Bars in Trades | 56 | 57 | 55 | 56 | 57 | 55 |
Avg Bars in Winners | 64 | 71 | 58 | 64 | 71 | 58 |
Avg Bars in Losers | 45 | 40 | 51 | 45 | 40 | 51 |
Bars Traded | 4662 | 2339 | 2323 | 4662 | 2339 | 2323 |
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 | -136002 | -148864 | -313155 | 419243 | 533430 | -579500 |
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{ "first_band": { "type": "pwma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 206, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 206, "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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