Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 772408.9051 | 903343.4432 | -130934.538 | -98548.6045 | 703545.4015 | -802094.006 |
Total P&L (%) | 772.4089 | 903.3434 | -130.9345 | -98.5486 | 703.5454 | -802.094 |
Avg Daily Profit (%) | 0.3087 | 0.3611 | -0.0523 | -0.169 | 0.0833 | 0 |
Buy And Hold Return (%) | 447.3922 | 447.3922 | 447.3922 | 447.3922 | 447.3922 | 447.3922 |
Max Trade Drawdown | -230258 | -133157 | -197780 | -1004879 | -162482 | -995237 |
Profit Factor | 1.974 | 3.8103 | 0.7223 | 0.9297 | 4.7747 | 0.34 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 48.75 | 47.5 | 50 | 48.75 | 47.5 | 50 |
Ratio Avg Win / Avg Loss | 2.0753 | 4.2114 | 0.7223 | 0.9774 | 5.2773 | 0.34 |
Largest Winning Trade | 640622 | 640622 | 48363 | 520308 | 520308 | 290906 |
Largest Losing Trade | -98033 | -59681 | -98033 | -986322 | -162482 | -986322 |
Avg Bars in Trades | 121 | 131 | 111 | 121 | 131 | 111 |
Avg Bars in Winners | 151 | 168 | 135 | 151 | 168 | 135 |
Avg Bars in Losers | 92 | 97 | 86 | 92 | 97 | 86 |
Bars Traded | 9709 | 5262 | 4447 | 9709 | 5262 | 4447 |
Profit Streak | 19.2459 | 0 | 51.7459 | 19.2459 | 0 | 51.7459 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19700 | 310738 | -580186 | -604483 | -84334 | -580186 |
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{ "first_band": { "type": "pwma", "factors": { "length": 67, "offset": 202 } }, "second_band": { "type": "rma", "factors": { "length": 188, "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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