Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110902.8831 | 962963.172 | 147939.7111 | 2767510.3517 | 2333546.9344 | 433963.4173 |
Total P&L (%) | 1110.9029 | 962.9632 | 147.9397 | 2767.5104 | 2333.5469 | 433.9634 |
Avg Daily Profit (%) | 0.4799 | 0.416 | 0.0639 | 0.1451 | 0.138 | 0.0724 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142160 | -129214 | -90974 | -13796973 | -13722075 | -4876239 |
Profit Factor | 2.5093 | 3.5891 | 1.4063 | 1.0675 | 1.1034 | 1.0235 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 50 | 43.75 | 56.25 | 50 | 43.75 | 56.25 |
Ratio Avg Win / Avg Loss | 2.5093 | 4.6145 | 1.0938 | 1.0675 | 1.4187 | 0.7961 |
Largest Winning Trade | 488441 | 488441 | 79800 | 6142472 | 6142472 | 4838974 |
Largest Losing Trade | -54413 | -30315 | -54413 | -3803820 | -3803820 | -2799434 |
Avg Bars in Trades | 92 | 85 | 99 | 92 | 85 | 99 |
Avg Bars in Winners | 122 | 121 | 123 | 122 | 121 | 123 |
Avg Bars in Losers | 63 | 57 | 70 | 63 | 57 | 70 |
Bars Traded | 8898 | 4100 | 4798 | 8898 | 4100 | 4798 |
Profit Streak | 29.818 | 0 | 38.818 | 29.818 | 0 | 38.818 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576321 | 514873 | -105420 | -144433 | -117517 | -291146 |
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{ "first_band": { "type": "pwma", "factors": { "length": 198, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 99, "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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