Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667507.6807 | 582084.1813 | 85423.4994 | 569514.3827 | 171364.5604 | 398149.8223 |
Total P&L (%) | 667.5077 | 582.0842 | 85.4235 | 569.5144 | 171.3646 | 398.1498 |
Avg Daily Profit (%) | 0.358 | 0.3122 | 0.0458 | 0.102 | 0.0536 | 0.0862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72946 | -56868 | -31961 | -874537 | -726408 | -343303 |
Profit Factor | 3.0207 | 4.142 | 1.5888 | 1.2628 | 1.1346 | 1.4453 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Profitability (%) | 44.0678 | 48.2759 | 40 | 44.0678 | 48.2759 | 40 |
Ratio Avg Win / Avg Loss | 3.8339 | 4.4379 | 2.3832 | 1.6028 | 1.2157 | 2.168 |
Largest Winning Trade | 554262 | 554262 | 44786 | 510482 | 510482 | 354776 |
Largest Losing Trade | -45514 | -45514 | -37418 | -274326 | -274326 | -195174 |
Avg Bars in Trades | 90 | 69 | 110 | 90 | 69 | 110 |
Avg Bars in Winners | 147 | 101 | 202 | 147 | 101 | 202 |
Avg Bars in Losers | 44 | 39 | 49 | 44 | 39 | 49 |
Bars Traded | 5326 | 2008 | 3318 | 5326 | 2008 | 3318 |
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 | -166648 | 555717 | -132700 | -237200 | -194560 | -79793 |
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{ "first_band": { "type": "ema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 32, "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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