Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 237210.7164 | 30858.8206 | 206351.8958 | 211634.7395 | -95553.519 | 307188.2585 |
Total P&L (%) | 237.2107 | 30.8588 | 206.3519 | 211.6347 | -95.5535 | 307.1883 |
Avg Daily Profit (%) | 0.1829 | 0.0238 | 0.1591 | 0.0877 | -0.2398 | 0.1083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77329 | -86995 | -52626 | -241913 | -249002 | -164442 |
Profit Factor | 1.4373 | 1.1027 | 1.8532 | 1.1409 | 0.8835 | 1.4504 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 45.3125 | 37.5 | 53.125 | 45.3125 | 37.5 | 53.125 |
Ratio Avg Win / Avg Loss | 1.7347 | 1.8378 | 1.6352 | 1.3769 | 1.4726 | 1.2797 |
Largest Winning Trade | 54502 | 54502 | 44375 | 139227 | 139227 | 76093 |
Largest Losing Trade | -32499 | -16538 | -32499 | -130945 | -54154 | -130945 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 57 | 55 | 59 | 57 | 55 | 59 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 5070 | 2342 | 2728 | 5070 | 2342 | 2728 |
Profit Streak | 16.8649 | 0 | 86.8649 | 16.8649 | 0 | 86.8649 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309503 | -414920 | -126579 | -142384 | -723430 | -184722 |
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{ "first_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 28, "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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