Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146543.3555 | 102744.4052 | 43798.9503 | 141176.9119 | 116452.0368 | 24724.8751 |
Total P&L (%) | 146.5434 | 102.7444 | 43.799 | 141.1769 | 116.452 | 24.7249 |
Avg Daily Profit (%) | 0.2814 | 0.1973 | 0.0841 | 0.1692 | 0.1484 | 0.0424 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38249 | -26393 | -33766 | -132058 | -74230 | -101786 |
Profit Factor | 1.6054 | 1.8245 | 1.373 | 1.2961 | 1.4848 | 1.1045 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 43 | 42 | 44 | 43 | 42 | 44 |
Ratio Avg Win / Avg Loss | 2.1281 | 2.5195 | 1.7474 | 1.7181 | 2.0505 | 1.4057 |
Largest Winning Trade | 80481 | 80481 | 28670 | 112490 | 112490 | 57219 |
Largest Losing Trade | -15127 | -15127 | -11279 | -51979 | -51979 | -30624 |
Avg Bars in Trades | 241 | 236 | 247 | 241 | 236 | 247 |
Avg Bars in Winners | 357 | 344 | 370 | 357 | 344 | 370 |
Avg Bars in Losers | 154 | 158 | 150 | 154 | 158 | 150 |
Bars Traded | 24191 | 11817 | 12374 | 24191 | 11817 | 12374 |
Profit Streak | 13.5029 | 14.0654 | 0 | 13.5029 | 14.0654 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 321581 | -172080 | -263880 | 219822 | -175790 | -428522 |
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{ "first_band": { "type": "pwma", "factors": { "length": 156, "offset": 226 } }, "second_band": { "type": "ema", "factors": { "length": 77, "offset": 0 } } }
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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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