Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1939883.1207 | 1765377.6312 | 174505.4895 | 25407316.8553 | -8216710.527 | 33624027.3822 |
Total P&L (%) | 1939.8831 | 1765.3776 | 174.5055 | 25407.3169 | -8216.7105 | 33624.0274 |
Avg Daily Profit (%) | 0.8543 | 0.7775 | 0.0769 | 0.2443 | 0 | 0.2567 |
Buy And Hold Return (%) | 365.8662 | 365.8662 | 365.8662 | 365.8662 | 365.8662 | 365.8662 |
Max Trade Drawdown | -91067 | -84921 | -46006 | -42419755 | -39605439 | -22959559 |
Profit Factor | 4.8698 | 7.4207 | 1.771 | 1.2079 | 0.8903 | 1.7102 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 43 | 18 | 25 | 43 | 18 | 25 |
Losing Trades | 41 | 24 | 17 | 41 | 24 | 17 |
Profitability (%) | 51.1905 | 42.8571 | 59.5238 | 51.1905 | 42.8571 | 59.5238 |
Ratio Avg Win / Avg Loss | 4.6433 | 9.8943 | 1.2043 | 1.1517 | 1.187 | 1.163 |
Largest Winning Trade | 1191579 | 1191579 | 49005 | 19424958 | 19424958 | 10379702 |
Largest Losing Trade | -31845 | -31845 | -31214 | -13336169 | -11594153 | -13336169 |
Avg Bars in Trades | 77 | 83 | 71 | 77 | 83 | 71 |
Avg Bars in Winners | 104 | 126 | 89 | 104 | 126 | 89 |
Avg Bars in Losers | 48 | 50 | 45 | 48 | 50 | 45 |
Bars Traded | 6498 | 3491 | 3007 | 6498 | 3491 | 3007 |
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 | 725745 | 622025 | -252589 | 299393 | -581845 | 429476 |
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{ "first_band": { "type": "pwma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 149, "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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