Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 715420.2311 | 626830.6682 | 88589.5629 | 2124772.9483 | 2010653.5171 | 114119.4313 |
Total P&L (%) | 715.4202 | 626.8307 | 88.5896 | 2124.7729 | 2010.6535 | 114.1194 |
Avg Daily Profit (%) | 0.4422 | 0.3874 | 0.0548 | 0.1919 | 0.1887 | 0.0471 |
Buy And Hold Return (%) | 25.9953 | 25.9953 | 25.9953 | 25.9953 | 25.9953 | 25.9953 |
Max Trade Drawdown | -127253 | -132258 | -91159 | -2895198 | -2752357 | -2447770 |
Profit Factor | 1.7492 | 2.2128 | 1.2022 | 1.1194 | 1.2175 | 1.0133 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 94 | 42 | 52 | 94 | 42 | 52 |
Losing Trades | 125 | 68 | 57 | 125 | 68 | 57 |
Profitability (%) | 42.9224 | 38.1818 | 47.7064 | 42.9224 | 38.1818 | 47.7064 |
Ratio Avg Win / Avg Loss | 2.3261 | 3.5826 | 1.3178 | 1.4886 | 1.9712 | 1.1108 |
Largest Winning Trade | 142198 | 142198 | 62113 | 1684244 | 1684244 | 1152878 |
Largest Losing Trade | -32643 | -29252 | -32643 | -853376 | -645327 | -853376 |
Avg Bars in Trades | 86 | 88 | 84 | 86 | 88 | 84 |
Avg Bars in Winners | 133 | 151 | 119 | 133 | 151 | 119 |
Avg Bars in Losers | 50 | 49 | 52 | 50 | 49 | 52 |
Bars Traded | 18921 | 9706 | 9215 | 18921 | 9706 | 9215 |
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 | 425431 | 323746 | -124220 | -82803 | 135874 | -338926 |
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{ "first_band": { "type": "pwma", "factors": { "length": 181, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 67, "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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