Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 845103.8009 | 762508.35 | 82595.4509 | 491349.6637 | 52774.01 | 438575.6537 |
Total P&L (%) | 845.1038 | 762.5084 | 82.5955 | 491.3497 | 52.774 | 438.5757 |
Avg Daily Profit (%) | 0.4536 | 0.4093 | 0.0443 | 0.0954 | 0.0228 | 0.0904 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87465 | -66626 | -57136 | -1099304 | -724404 | -717357 |
Profit Factor | 2.9332 | 4.0731 | 1.437 | 1.1284 | 1.0235 | 1.2767 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 55 | 57.5 | 52.5 | 55 | 57.5 | 52.5 |
Ratio Avg Win / Avg Loss | 2.3999 | 3.0105 | 1.3001 | 0.9232 | 0.7565 | 1.1551 |
Largest Winning Trade | 751496 | 751496 | 43877 | 622792 | 622792 | 343296 |
Largest Losing Trade | -57136 | -47853 | -57136 | -717357 | -432654 | -717357 |
Avg Bars in Trades | 88 | 72 | 104 | 88 | 72 | 104 |
Avg Bars in Winners | 111 | 83 | 141 | 111 | 83 | 141 |
Avg Bars in Losers | 61 | 58 | 64 | 61 | 58 | 64 |
Bars Traded | 7114 | 2919 | 4195 | 7114 | 2919 | 4195 |
Profit Streak | 0 | 29.5266 | 0 | 0 | 29.5266 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -7322 | 665362 | -132419 | -169619 | -358373 | -71952 |
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{ "first_band": { "type": "pwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "hma", "factors": { "length": 211, "offset": 30 } } }
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# | 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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