Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -101761.0352 | 399644.4457 | -501405.4809 | -536387.3112 | -4362467.0019 | 3826079.6907 |
Total P&L (%) | -101.761 | 399.6444 | -501.4055 | -536.3873 | -4362.467 | 3826.0797 |
Avg Daily Profit (%) | -0.0557 | 0.2189 | -0.2746 | 0 | 0 | 0.2012 |
Buy And Hold Return (%) | 745.6752 | 745.6752 | 745.6752 | 745.6752 | 745.6752 | 745.6752 |
Max Trade Drawdown | -422035 | -115448 | -510331 | -4766626 | -5038513 | -1815579 |
Profit Factor | 0.9093 | 2.2059 | 0.3662 | 0.9519 | 0.3379 | 1.8374 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 14 | 22 | 43 | 22 | 21 |
Losing Trades | 42 | 25 | 17 | 35 | 17 | 18 |
Profitability (%) | 46.1538 | 35.8974 | 56.4103 | 55.1282 | 56.4103 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.0609 | 3.9391 | 0.2829 | 0.7748 | 0.2611 | 1.5749 |
Largest Winning Trade | 264173 | 264173 | 55261 | 6512726 | 374334 | 6512726 |
Largest Losing Trade | -293522 | -65782 | -293522 | -2794847 | -2794847 | -1541975 |
Avg Bars in Trades | 67 | 76 | 57 | 67 | 76 | 57 |
Avg Bars in Winners | 59 | 74 | 49 | 59 | 62 | 56 |
Avg Bars in Losers | 73 | 77 | 68 | 77 | 95 | 59 |
Bars Traded | 5251 | 2994 | 2257 | 5251 | 2994 | 2257 |
Profit Streak | 0 | 0 | 0 | 36.4973 | 36.4973 | 40.4973 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -619384 | -159261 | -579926 | -617900 | -579382 | 408833 |
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{ "first_band": { "type": "pwma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 186, "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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