Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 607386.6048 | 610075.9781 | -2689.3733 | 74665.1132 | 241382.2867 | -166717.1735 |
Total P&L (%) | 607.3866 | 610.076 | -2.6894 | 74.6651 | 241.3823 | -166.7172 |
Avg Daily Profit (%) | 0.3356 | 0.3371 | -0.0015 | 0.0308 | 0.0679 | 0 |
Buy And Hold Return (%) | 133.47 | 133.47 | 133.47 | 133.47 | 133.47 | 133.47 |
Max Trade Drawdown | -183026 | -53686 | -157741 | -161442 | -74276 | -203056 |
Profit Factor | 2.0792 | 3.937 | 0.9924 | 1.1702 | 2.8677 | 0.4612 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Losing Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Profitability (%) | 42.8571 | 51.6129 | 34.375 | 42.8571 | 51.6129 | 34.375 |
Ratio Avg Win / Avg Loss | 2.7723 | 3.6909 | 1.8946 | 1.5603 | 2.6885 | 0.8804 |
Largest Winning Trade | 220413 | 220413 | 72820 | 93919 | 93919 | 59992 |
Largest Losing Trade | -89470 | -30569 | -89470 | -142601 | -35986 | -142601 |
Avg Bars in Trades | 82 | 53 | 111 | 82 | 53 | 111 |
Avg Bars in Winners | 137 | 77 | 224 | 137 | 77 | 224 |
Avg Bars in Losers | 42 | 28 | 52 | 42 | 28 | 52 |
Bars Traded | 5220 | 1660 | 3560 | 5220 | 1660 | 3560 |
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 | -142638 | 528442 | -584108 | -503724 | -104849 | -586886 |
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{ "first_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 17, "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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