Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315909.3166 | 236685.0414 | 79224.2752 | 11818.0027 | 91898.8579 | -80080.8552 |
Total P&L (%) | 315.9093 | 236.685 | 79.2243 | 11.818 | 91.8989 | -80.0809 |
Avg Daily Profit (%) | 0.1982 | 0.1485 | 0.0497 | 0.007 | 0.0409 | -0.1012 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117478 | -82025 | -111194 | -208662 | -109111 | -160811 |
Profit Factor | 1.4062 | 1.5762 | 1.2159 | 1.014 | 1.2138 | 0.808 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 73 | 35 | 38 | 73 | 35 | 38 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 50.6944 | 48.6111 | 52.7778 | 50.6944 | 48.6111 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.3677 | 1.6663 | 1.0879 | 0.9862 | 1.2832 | 0.7229 |
Largest Winning Trade | 174963 | 174963 | 47663 | 79394 | 79394 | 27577 |
Largest Losing Trade | -53464 | -32703 | -53464 | -83076 | -43825 | -83076 |
Avg Bars in Trades | 32 | 34 | 30 | 32 | 34 | 30 |
Avg Bars in Winners | 40 | 46 | 35 | 40 | 46 | 35 |
Avg Bars in Losers | 24 | 22 | 25 | 24 | 22 | 25 |
Bars Traded | 4700 | 2486 | 2214 | 4700 | 2486 | 2214 |
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 | 317145 | -71941 | -205787 | -499051 | -218715 | -659598 |
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{ "first_band": { "type": "pwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 52, "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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