Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215697.8577 | -24593.1142 | 240290.9719 | 166185.1919 | -131910.4587 | 298095.6506 |
Total P&L (%) | 215.6979 | -24.5931 | 240.291 | 166.1852 | -131.9105 | 298.0957 |
Avg Daily Profit (%) | 0.1408 | -0.0161 | 0.1568 | 0.0639 | 0 | 0.0902 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114537 | -129759 | -30758 | -193207 | -155924 | -111768 |
Profit Factor | 1.5911 | 0.8901 | 2.7032 | 1.2264 | 0.676 | 1.9124 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 47.1429 | 34.2857 | 60 | 47.1429 | 34.2857 | 60 |
Ratio Avg Win / Avg Loss | 1.784 | 1.706 | 1.8021 | 1.3751 | 1.2957 | 1.2749 |
Largest Winning Trade | 93429 | 93429 | 51497 | 91390 | 91390 | 79486 |
Largest Losing Trade | -32277 | -32277 | -28799 | -72444 | -46903 | -72444 |
Avg Bars in Trades | 84 | 51 | 116 | 84 | 51 | 116 |
Avg Bars in Winners | 128 | 76 | 158 | 128 | 76 | 158 |
Avg Bars in Losers | 44 | 38 | 53 | 44 | 38 | 53 |
Bars Traded | 5882 | 1795 | 4087 | 5882 | 1795 | 4087 |
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 | -102024 | -584121 | 493053 | -207840 | -585232 | -68727 |
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{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 177, "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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