Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1134335.7788 | 1132626.5226 | 1709.2563 | 898644.1662 | 1399877.4699 | -501233.3037 |
Total P&L (%) | 1134.3358 | 1132.6265 | 1.7093 | 898.6442 | 1399.8775 | -501.2333 |
Avg Daily Profit (%) | 0.6261 | 0.6252 | 0.0009 | 0.1271 | 0.1496 | 0 |
Buy And Hold Return (%) | 543.6359 | 543.6359 | 543.6359 | 543.6359 | 543.6359 | 543.6359 |
Max Trade Drawdown | -142171 | -100035 | -112699 | -804351 | -352064 | -888214 |
Profit Factor | 3.0112 | 5.6861 | 1.0053 | 1.3249 | 2.3158 | 0.7054 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 48.4848 | 45.4545 | 51.5152 | 48.4848 | 45.4545 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.1994 | 6.8233 | 0.9462 | 1.4078 | 2.7789 | 0.6639 |
Largest Winning Trade | 591112 | 591112 | 76024 | 673996 | 673996 | 294616 |
Largest Losing Trade | -50349 | -50349 | -49762 | -367598 | -186479 | -367598 |
Avg Bars in Trades | 105 | 104 | 106 | 105 | 104 | 106 |
Avg Bars in Winners | 144 | 149 | 139 | 144 | 149 | 139 |
Avg Bars in Losers | 68 | 66 | 70 | 68 | 66 | 70 |
Bars Traded | 6935 | 3434 | 3501 | 6935 | 3434 | 3501 |
Profit Streak | 0 | 92.6163 | 0 | 0 | 92.6163 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -117969 | 446524 | -573515 | -160980 | 242507 | -580606 |
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{ "first_band": { "type": "pwma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 117, "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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