Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178204.3941 | 520646.8152 | -342442.4211 | 757178.5102 | -3205156.1312 | 3962334.6415 |
Total P&L (%) | 178.2044 | 520.6468 | -342.4424 | 757.1785 | -3205.1561 | 3962.3346 |
Avg Daily Profit (%) | 0.0978 | 0.2858 | -0.1879 | 0.118 | 0 | 0.2035 |
Buy And Hold Return (%) | 744.7668 | 744.7668 | 744.7668 | 744.7668 | 744.7668 | 744.7668 |
Max Trade Drawdown | -292728 | -100710 | -390038 | -4228356 | -5198396 | -2274503 |
Profit Factor | 1.2012 | 3.2127 | 0.4735 | 1.0533 | 0.5808 | 1.603 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 36 | 16 | 20 | 34 | 15 | 19 |
Losing Trades | 27 | 15 | 12 | 29 | 16 | 13 |
Profitability (%) | 57.1429 | 51.6129 | 62.5 | 53.9683 | 48.3871 | 59.375 |
Ratio Avg Win / Avg Loss | 0.9009 | 3.0119 | 0.2841 | 0.8984 | 0.6195 | 1.0968 |
Largest Winning Trade | 328638 | 328638 | 51720 | 6702071 | 1193692 | 6702071 |
Largest Losing Trade | -276838 | -68510 | -276838 | -2833628 | -2833628 | -2246729 |
Avg Bars in Trades | 55 | 64 | 46 | 55 | 64 | 46 |
Avg Bars in Winners | 52 | 62 | 44 | 51 | 54 | 48 |
Avg Bars in Losers | 59 | 66 | 50 | 60 | 73 | 43 |
Bars Traded | 3486 | 1999 | 1487 | 3486 | 1999 | 1487 |
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 | -380435 | -150697 | -579190 | -509760 | -581445 | 361937 |
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{ "first_band": { "type": "pwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 151, "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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