Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531143.5411 | 547201.8847 | -16058.3437 | -58075.3706 | 247437.5989 | -305512.9695 |
Total P&L (%) | 531.1435 | 547.2019 | -16.0583 | -58.0754 | 247.4376 | -305.513 |
Avg Daily Profit (%) | 0.3332 | 0.3432 | -0.0101 | -0.0545 | 0.0782 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -228610 | -143698 | -122932 | -607442 | -196068 | -426816 |
Profit Factor | 1.6862 | 2.4739 | 0.9601 | 0.9411 | 1.7839 | 0.544 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 48.75 | 45 | 52.5 | 48.75 | 45 | 52.5 |
Ratio Avg Win / Avg Loss | 1.7726 | 3.0236 | 0.8687 | 0.9893 | 2.1804 | 0.4922 |
Largest Winning Trade | 330520 | 330520 | 47541 | 313154 | 313154 | 205408 |
Largest Losing Trade | -58578 | -47939 | -58578 | -345071 | -137923 | -345071 |
Avg Bars in Trades | 76 | 70 | 81 | 76 | 70 | 81 |
Avg Bars in Winners | 99 | 98 | 99 | 99 | 98 | 99 |
Avg Bars in Losers | 54 | 47 | 61 | 54 | 47 | 61 |
Bars Traded | 6090 | 2818 | 3272 | 6090 | 2818 | 3272 |
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 | -11893 | 434175 | -580425 | -605041 | -87139 | -580425 |
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{ "first_band": { "type": "pwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 90, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 160, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 90, "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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