Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 437027.5012 | 648094.032 | -211066.5307 | -94502.0346 | 742035.5801 | -836537.6147 |
Total P&L (%) | 437.0275 | 648.094 | -211.0665 | -94.502 | 742.0356 | -836.5376 |
Avg Daily Profit (%) | 0.2412 | 0.3577 | -0.1165 | -0.16 | 0.1177 | 0 |
Buy And Hold Return (%) | 239.4688 | 239.4688 | 239.4688 | 239.4688 | 239.4688 | 239.4688 |
Max Trade Drawdown | -356521 | -104360 | -293615 | -1269704 | -323808 | -1363208 |
Profit Factor | 1.5151 | 3.2701 | 0.625 | 0.955 | 2.9441 | 0.5136 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 32 | 14 | 18 | 34 | 15 | 19 |
Losing Trades | 31 | 18 | 13 | 29 | 17 | 12 |
Profitability (%) | 50.7937 | 43.75 | 58.0645 | 53.9683 | 46.875 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.4678 | 4.2044 | 0.4514 | 0.8146 | 3.3366 | 0.3244 |
Largest Winning Trade | 613125 | 613125 | 54671 | 613125 | 613125 | 330120 |
Largest Losing Trade | -130029 | -34700 | -130029 | -1269704 | -167884 | -1269704 |
Avg Bars in Trades | 53 | 57 | 48 | 53 | 57 | 48 |
Avg Bars in Winners | 54 | 56 | 52 | 55 | 54 | 57 |
Avg Bars in Losers | 51 | 58 | 43 | 49 | 60 | 35 |
Bars Traded | 3352 | 1835 | 1517 | 3352 | 1835 | 1517 |
Profit Streak | 81.8114 | 81.8114 | 117.8114 | 81.8114 | 81.8114 | 117.8114 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148618 | 372940 | -578814 | -730301 | -33607 | -578396 |
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{ "first_band": { "type": "pwma", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 220, "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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