Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91871.3428 | 227979.4557 | -136108.1129 | -89589.6397 | 32210.3595 | -121799.9992 |
Total P&L (%) | 91.8713 | 227.9795 | -136.1081 | -89.5896 | 32.2104 | -121.8 |
Avg Daily Profit (%) | 0.0651 | 0.1615 | -0.0964 | -0.1601 | 0.0198 | 0 |
Buy And Hold Return (%) | 57.9721 | 57.9721 | 57.9721 | 57.9721 | 57.9721 | 57.9721 |
Max Trade Drawdown | -147776 | -39344 | -169285 | -95445 | -9210 | -125875 |
Profit Factor | 1.1426 | 2.4918 | 0.7231 | 0.5907 | 2.0376 | 0.3516 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Losing Trades | 55 | 23 | 32 | 55 | 23 | 32 |
Profitability (%) | 42.1053 | 52.0833 | 31.9149 | 42.1053 | 52.0833 | 31.9149 |
Ratio Avg Win / Avg Loss | 1.5711 | 2.2924 | 1.5426 | 0.8122 | 1.8746 | 0.75 |
Largest Winning Trade | 109443 | 109443 | 69416 | 15822 | 10495 | 15822 |
Largest Losing Trade | -88932 | -14538 | -88932 | -72393 | -4614 | -72393 |
Avg Bars in Trades | 41 | 11 | 72 | 41 | 11 | 72 |
Avg Bars in Winners | 51 | 15 | 112 | 51 | 15 | 112 |
Avg Bars in Losers | 34 | 7 | 53 | 34 | 7 | 53 |
Bars Traded | 3950 | 566 | 3384 | 3950 | 566 | 3384 |
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 | -181101 | 374230 | -584952 | -583594 | -327427 | -587729 |
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{ "first_band": { "type": "pwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 25, "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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