Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -392252.2286 | 557130.5099 | -949382.7384 | 54700782.842 | 31319117.2354 | 23381665.6067 |
Total P&L (%) | -392.2522 | 557.1305 | -949.3827 | 54700.7828 | 31319.1172 | 23381.6656 |
Avg Daily Profit (%) | -0.1729 | 0.2455 | -0.4184 | 0.2783 | 0.2537 | 0.2409 |
Buy And Hold Return (%) | 9448.3755 | 9448.3755 | 9448.3755 | 9448.3755 | 9448.3755 | 9448.3755 |
Max Trade Drawdown | -1128766 | -82051 | -1172693 | -4712427 | -4712427 | -516284 |
Profit Factor | 0.7228 | 4.1718 | 0.2341 | 6.0493 | 4.3533 | 16.6571 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 37 | 17 | 20 | 39 | 18 | 21 |
Losing Trades | 23 | 13 | 10 | 21 | 12 | 9 |
Profitability (%) | 61.6667 | 56.6667 | 66.6667 | 65 | 60 | 70 |
Ratio Avg Win / Avg Loss | 0.4493 | 3.1902 | 0.117 | 3.2573 | 2.9022 | 7.1387 |
Largest Winning Trade | 226581 | 226581 | 63980 | 16606980 | 16606980 | 13305654 |
Largest Losing Trade | -613525 | -32516 | -613525 | -4712427 | -4712427 | -319272 |
Avg Bars in Trades | 70 | 82 | 58 | 70 | 82 | 58 |
Avg Bars in Winners | 76 | 87 | 67 | 76 | 84 | 69 |
Avg Bars in Losers | 59 | 75 | 39 | 58 | 77 | 32 |
Bars Traded | 4206 | 2463 | 1743 | 4206 | 2463 | 1743 |
Profit Streak | 189.373 | 189.373 | 328.873 | 189.373 | 189.373 | 328.873 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -751327 | -147988 | -577299 | -153688 | 561373 | 615643 |
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{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 113, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 212, "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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