Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824047.4407 | 702989.6849 | 121057.7558 | 8684376.2746 | 17487109.0429 | -8802732.7683 |
Total P&L (%) | 824.0474 | 702.9897 | 121.0578 | 8684.3763 | 17487.109 | -8802.7328 |
Avg Daily Profit (%) | 0.3296 | 0.2811 | 0.0484 | 0.1791 | 0.207 | 0 |
Buy And Hold Return (%) | 879.9871 | 879.9871 | 879.9871 | 879.9871 | 879.9871 | 879.9871 |
Max Trade Drawdown | -77349 | -63563 | -78167 | -13141403 | -1474985 | -13125197 |
Profit Factor | 2.7991 | 5.0426 | 1.426 | 1.4377 | 5.4226 | 0.4459 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 56.8421 | 55.3191 | 58.3333 | 56.8421 | 55.3191 | 58.3333 |
Ratio Avg Win / Avg Loss | 2.1252 | 4.0729 | 1.0186 | 1.0916 | 4.3798 | 0.3185 |
Largest Winning Trade | 180773 | 180773 | 61414 | 11880932 | 11880932 | 953579 |
Largest Losing Trade | -67348 | -23104 | -67348 | -12428014 | -965973 | -12428014 |
Avg Bars in Trades | 49 | 50 | 47 | 49 | 50 | 47 |
Avg Bars in Winners | 50 | 52 | 47 | 50 | 52 | 47 |
Avg Bars in Losers | 47 | 46 | 48 | 47 | 46 | 48 |
Bars Traded | 4659 | 2361 | 2298 | 4659 | 2361 | 2298 |
Profit Streak | 24.1397 | 0 | 236.1397 | 24.1397 | 0 | 236.1397 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149605 | -148449 | -290631 | 376908 | 611021 | -578230 |
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{ "first_band": { "type": "pwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 245, "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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