Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415252.6615 | 402095.2471 | 13157.4144 | 113025.0708 | 286527.3536 | -173502.2828 |
Total P&L (%) | 415.2527 | 402.0952 | 13.1574 | 113.0251 | 286.5274 | -173.5023 |
Avg Daily Profit (%) | 0.1769 | 0.1713 | 0.0056 | 0.0322 | 0.0576 | 0 |
Buy And Hold Return (%) | 12.6582 | 12.6582 | 12.6582 | 12.6582 | 12.6582 | 12.6582 |
Max Trade Drawdown | -123106 | -67254 | -101383 | -664335 | -329128 | -358214 |
Profit Factor | 1.8167 | 2.4539 | 1.0567 | 1.061 | 1.3004 | 0.8073 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50.8475 | 53.3333 | 48.2759 | 50.8475 | 53.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 1.7561 | 2.1472 | 1.1322 | 1.0256 | 1.1378 | 0.865 |
Largest Winning Trade | 246231 | 246231 | 65633 | 243315 | 206673 | 243315 |
Largest Losing Trade | -46253 | -38896 | -46253 | -242259 | -186513 | -242259 |
Avg Bars in Trades | 74 | 82 | 65 | 74 | 82 | 65 |
Avg Bars in Winners | 98 | 112 | 82 | 98 | 112 | 82 |
Avg Bars in Losers | 49 | 49 | 50 | 49 | 49 | 50 |
Bars Traded | 4388 | 2480 | 1907 | 4388 | 2480 | 1907 |
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 | -168520 | 447699 | -497680 | -482724 | -115536 | -581503 |
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{ "first_band": { "type": "pwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 180, "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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