Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1634813.4687 | 1706828.614 | -72015.1453 | -82957.2753 | 257709.9452 | -340667.2205 |
Total P&L (%) | 1634.8135 | 1706.8286 | -72.0151 | -82.9573 | 257.7099 | -340.6672 |
Avg Daily Profit (%) | 0.9081 | 0.9481 | -0.04 | -0.0982 | 0.0708 | 0 |
Buy And Hold Return (%) | 249.2027 | 249.2027 | 249.2027 | 249.2027 | 249.2027 | 249.2027 |
Max Trade Drawdown | -164790 | -176062 | -176790 | -265605 | -131584 | -363710 |
Profit Factor | 2.8396 | 5.1129 | 0.848 | 0.8759 | 2.3409 | 0.2845 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 40.8163 | 32.6531 | 48.9796 | 40.8163 | 32.6531 | 48.9796 |
Ratio Avg Win / Avg Loss | 4.1174 | 10.5453 | 0.8833 | 1.27 | 4.8281 | 0.2964 |
Largest Winning Trade | 1601362 | 1601362 | 47115 | 183841 | 183841 | 23252 |
Largest Losing Trade | -94346 | -33510 | -94346 | -255333 | -28697 | -255333 |
Avg Bars in Trades | 70 | 67 | 73 | 70 | 67 | 73 |
Avg Bars in Winners | 110 | 112 | 108 | 110 | 112 | 108 |
Avg Bars in Losers | 43 | 45 | 39 | 43 | 45 | 39 |
Bars Traded | 6914 | 3323 | 3591 | 6914 | 3323 | 3591 |
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 | 542760 | 519189 | -581078 | -582421 | -255722 | -581078 |
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{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 88, "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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