Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432439.4633 | 1521985.4938 | -89546.0305 | -75320.3572 | 1228346.4348 | -1303666.792 |
Total P&L (%) | 1432.4395 | 1521.9855 | -89.546 | -75.3204 | 1228.3464 | -1303.6668 |
Avg Daily Profit (%) | 0.7671 | 0.8151 | -0.048 | -0.0749 | 0.1386 | 0 |
Buy And Hold Return (%) | 461.7726 | 461.7726 | 461.7726 | 461.7726 | 461.7726 | 461.7726 |
Max Trade Drawdown | -212449 | -133946 | -191532 | -2128257 | -601604 | -1916580 |
Profit Factor | 2.8242 | 5.2627 | 0.7909 | 0.9764 | 2.0613 | 0.3584 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 40 | 35.1351 | 44.7368 | 40 | 35.1351 | 44.7368 |
Ratio Avg Win / Avg Loss | 4.2364 | 9.7157 | 0.977 | 1.4646 | 3.8054 | 0.4427 |
Largest Winning Trade | 1276016 | 1276016 | 38930 | 1344870 | 1344870 | 344793 |
Largest Losing Trade | -95115 | -39120 | -95115 | -969316 | -308798 | -969316 |
Avg Bars in Trades | 94 | 111 | 79 | 94 | 111 | 79 |
Avg Bars in Winners | 123 | 136 | 114 | 123 | 136 | 114 |
Avg Bars in Losers | 75 | 97 | 51 | 75 | 97 | 51 |
Bars Traded | 7117 | 4107 | 3010 | 7117 | 4107 | 3010 |
Profit Streak | 0 | 50.0732 | 0 | 0 | 50.0732 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -49910 | 471890 | -582811 | -644277 | -12273 | -582811 |
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{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 237, "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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