Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266196.8754 | 558532.0464 | -292335.171 | 375040.8069 | -2484150.963 | 2859191.7699 |
Total P&L (%) | 266.1969 | 558.532 | -292.3352 | 375.0408 | -2484.151 | 2859.1918 |
Avg Daily Profit (%) | 0.1491 | 0.3129 | -0.1638 | 0.0873 | 0 | 0.1899 |
Buy And Hold Return (%) | 252.882 | 252.882 | 252.882 | 252.882 | 252.882 | 252.882 |
Max Trade Drawdown | -288126 | -119258 | -449166 | -2959250 | -3279945 | -1401943 |
Profit Factor | 1.275 | 2.9687 | 0.5728 | 1.0495 | 0.4157 | 1.8597 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 36 | 15 | 21 | 36 | 14 | 22 |
Losing Trades | 43 | 24 | 19 | 43 | 25 | 18 |
Profitability (%) | 45.5696 | 38.4615 | 52.5 | 45.5696 | 35.8974 | 55 |
Ratio Avg Win / Avg Loss | 1.5229 | 4.75 | 0.5183 | 1.2536 | 0.7422 | 1.5216 |
Largest Winning Trade | 299531 | 299531 | 60054 | 3372047 | 459119 | 3372047 |
Largest Losing Trade | -257995 | -28898 | -257995 | -1702231 | -1702231 | -986179 |
Avg Bars in Trades | 130 | 108 | 151 | 130 | 108 | 151 |
Avg Bars in Winners | 182 | 164 | 194 | 171 | 143 | 189 |
Avg Bars in Losers | 86 | 73 | 103 | 95 | 88 | 105 |
Bars Traded | 10282 | 4215 | 6067 | 10282 | 4215 | 6067 |
Profit Streak | 0 | 52.1939 | 0 | 0 | 52.1939 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175340 | 205018 | -580425 | -290940 | -585254 | 437673 |
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{ "first_band": { "type": "pwma", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 146, "offset": 28 } } }
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# | 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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