Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1402928.8015 | 1316250.535 | 86678.2665 | 6452348.8132 | 4691150.7228 | 1761198.0905 |
Total P&L (%) | 1402.9288 | 1316.2505 | 86.6783 | 6452.3488 | 4691.1507 | 1761.1981 |
Avg Daily Profit (%) | 0.7709 | 0.7233 | 0.0476 | 0.2301 | 0.2128 | 0.1608 |
Buy And Hold Return (%) | 591.3953 | 591.3953 | 591.3953 | 591.3953 | 591.3953 | 591.3953 |
Max Trade Drawdown | -70851 | -61439 | -54080 | -7840041 | -6027257 | -5429861 |
Profit Factor | 3.007 | 4.9131 | 1.239 | 1.1949 | 1.2873 | 1.105 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 122 | 67 | 55 | 122 | 67 | 55 |
Profitability (%) | 32.967 | 26.3736 | 39.5604 | 32.967 | 26.3736 | 39.5604 |
Ratio Avg Win / Avg Loss | 6.1142 | 13.7156 | 1.8929 | 2.4297 | 3.5936 | 1.6882 |
Largest Winning Trade | 780182 | 780182 | 75836 | 5136549 | 5136549 | 3007206 |
Largest Losing Trade | -31883 | -17482 | -31883 | -2494261 | -1587363 | -2494261 |
Avg Bars in Trades | 58 | 55 | 62 | 58 | 55 | 62 |
Avg Bars in Winners | 130 | 143 | 120 | 130 | 143 | 120 |
Avg Bars in Losers | 23 | 23 | 24 | 23 | 23 | 24 |
Bars Traded | 10722 | 5012 | 5710 | 10722 | 5012 | 5710 |
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 | 308976 | -9214 | -298626 | -2386 | -14807 | -103718 |
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{ "first_band": { "type": "sma", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 7, "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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