Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1110952.114 | 1122068.5437 | -11116.4297 | -516174.5548 | 788132.4147 | -1304306.9695 |
Total P&L (%) | 1110.9521 | 1122.0685 | -11.1164 | -516.1746 | 788.1324 | -1304.307 |
Avg Daily Profit (%) | 0.5874 | 0.5933 | -0.0059 | 0 | 0.1155 | 0 |
Buy And Hold Return (%) | 319.9423 | 319.9423 | 319.9423 | 319.9423 | 319.9423 | 319.9423 |
Max Trade Drawdown | -129286 | -95441 | -119080 | -3424327 | -1487175 | -3150419 |
Profit Factor | 2.6946 | 5.0977 | 0.9709 | 0.9254 | 1.2959 | 0.6933 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 44 | 21 | 23 | 43 | 24 | 19 |
Losing Trades | 47 | 25 | 22 | 48 | 22 | 26 |
Profitability (%) | 48.3516 | 45.6522 | 51.1111 | 47.2527 | 52.1739 | 42.2222 |
Ratio Avg Win / Avg Loss | 2.8784 | 6.0687 | 0.9287 | 1.033 | 1.1879 | 0.9487 |
Largest Winning Trade | 847220 | 847220 | 53477 | 1453431 | 1453431 | 657984 |
Largest Losing Trade | -119080 | -30433 | -119080 | -2700300 | -370814 | -2700300 |
Avg Bars in Trades | 80 | 74 | 86 | 80 | 74 | 86 |
Avg Bars in Winners | 91 | 75 | 105 | 79 | 78 | 80 |
Avg Bars in Losers | 70 | 73 | 66 | 81 | 70 | 90 |
Bars Traded | 7306 | 3422 | 3884 | 7306 | 3422 | 3884 |
Profit Streak | 0 | 0 | 0 | 33.5735 | 33.5735 | 41.3235 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482410 | 539575 | -580567 | -578942 | -41176 | -583187 |
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{ "first_band": { "type": "pwma", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 154, "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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