Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 689363.939 | 588955.0027 | 100408.9363 | 303438.6282 | 1502920.197 | -1199481.5688 |
Total P&L (%) | 689.3639 | 588.955 | 100.4089 | 303.4386 | 1502.9202 | -1199.4816 |
Avg Daily Profit (%) | 0.2849 | 0.2434 | 0.0415 | 0.0577 | 0.1147 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167318 | -102974 | -136038 | -1816397 | -532093 | -1886386 |
Profit Factor | 1.8565 | 2.4634 | 1.2495 | 1.0695 | 1.9742 | 0.5748 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 40.8333 | 38.3333 | 43.3333 | 40.8333 | 38.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 2.6901 | 3.9629 | 1.634 | 1.5497 | 3.1759 | 0.7516 |
Largest Winning Trade | 297367 | 297367 | 63131 | 1018813 | 1018813 | 192939 |
Largest Losing Trade | -69375 | -34924 | -69375 | -1364716 | -130269 | -1364716 |
Avg Bars in Trades | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Winners | 90 | 86 | 94 | 90 | 86 | 94 |
Avg Bars in Losers | 36 | 36 | 36 | 36 | 36 | 36 |
Bars Traded | 7052 | 3353 | 3699 | 7052 | 3353 | 3699 |
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 | 325467 | -160891 | -308355 | -262081 | -209643 | -752550 |
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{ "first_band": { "type": "pwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 50, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 50, "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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