Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 710396.173 | 618130.0726 | 92266.1004 | 264013.7551 | 291700.2482 | -27686.4931 |
Total P&L (%) | 710.3962 | 618.1301 | 92.2661 | 264.0138 | 291.7002 | -27.6865 |
Avg Daily Profit (%) | 0.4416 | 0.3842 | 0.0574 | 0.0803 | 0.0849 | -0.0201 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162612 | -134645 | -62199 | -1007909 | -758716 | -376848 |
Profit Factor | 2.1242 | 2.6035 | 1.3744 | 1.1222 | 1.2453 | 0.9715 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 44.4444 | 36.5854 | 52.5 | 44.4444 | 36.5854 | 52.5 |
Ratio Avg Win / Avg Loss | 2.6552 | 4.5127 | 1.2435 | 1.4027 | 2.1586 | 0.879 |
Largest Winning Trade | 383551 | 383551 | 56550 | 383551 | 383551 | 329084 |
Largest Losing Trade | -59394 | -29845 | -59394 | -284593 | -206615 | -284593 |
Avg Bars in Trades | 75 | 84 | 67 | 75 | 84 | 67 |
Avg Bars in Winners | 96 | 115 | 82 | 96 | 115 | 82 |
Avg Bars in Losers | 59 | 66 | 49 | 59 | 66 | 49 |
Bars Traded | 6150 | 3467 | 2682 | 6150 | 3467 | 2682 |
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 | -4295 | 338260 | -115444 | -190264 | -83919 | -580425 |
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{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 182, "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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