Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 192537.845 | -36603.5431 | 229141.3881 | 132465.5533 | -177497.5917 | 309963.145 |
Total P&L (%) | 192.5378 | -36.6035 | 229.1414 | 132.4656 | -177.4976 | 309.9631 |
Avg Daily Profit (%) | 0.1263 | -0.024 | 0.1503 | 0.0553 | 0 | 0.0926 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104878 | -118872 | -32653 | -256526 | -196080 | -119631 |
Profit Factor | 1.5625 | 0.8396 | 3.0075 | 1.1737 | 0.6232 | 2.0623 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 11 | 18 | 29 | 11 | 18 |
Losing Trades | 35 | 21 | 14 | 35 | 21 | 14 |
Profitability (%) | 45.3125 | 34.375 | 56.25 | 45.3125 | 34.375 | 56.25 |
Ratio Avg Win / Avg Loss | 1.8858 | 1.6028 | 2.3392 | 1.4165 | 1.1897 | 1.604 |
Largest Winning Trade | 93429 | 93429 | 51321 | 114204 | 114204 | 85351 |
Largest Losing Trade | -30211 | -30211 | -21293 | -71644 | -54546 | -71644 |
Avg Bars in Trades | 68 | 42 | 95 | 68 | 42 | 95 |
Avg Bars in Winners | 109 | 63 | 137 | 109 | 63 | 137 |
Avg Bars in Losers | 35 | 31 | 41 | 35 | 31 | 41 |
Bars Traded | 4412 | 1351 | 3061 | 4412 | 1351 | 3061 |
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 | -167231 | -584108 | 493869 | -294126 | -585220 | -64666 |
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{ "first_band": { "type": "pwma", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 131, "offset": 0 } } }
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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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