Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 204774.2105 | 243672.2883 | -38898.0778 | -167345.075 | -13353.1199 | -153991.955 |
Total P&L (%) | 204.7742 | 243.6723 | -38.8981 | -167.3451 | -13.3531 | -153.992 |
Avg Daily Profit (%) | 0.1679 | 0.1998 | -0.0319 | 0 | -0.0118 | 0 |
Buy And Hold Return (%) | 32.0401 | 32.0401 | 32.0401 | 32.0401 | 32.0401 | 32.0401 |
Max Trade Drawdown | -145727 | -130536 | -120992 | -314096 | -182813 | -154147 |
Profit Factor | 1.1834 | 1.4419 | 0.9311 | 0.8411 | 0.9734 | 0.7204 |
Total Trades | 264 | 132 | 132 | 264 | 132 | 132 |
Winning Trades | 138 | 66 | 72 | 125 | 67 | 58 |
Losing Trades | 126 | 66 | 60 | 139 | 65 | 74 |
Profitability (%) | 52.2727 | 50 | 54.5455 | 47.3485 | 50.7576 | 43.9394 |
Ratio Avg Win / Avg Loss | 1.0805 | 1.4419 | 0.776 | 0.9353 | 0.9444 | 0.9192 |
Largest Winning Trade | 69357 | 69357 | 28568 | 49916 | 49916 | 41153 |
Largest Losing Trade | -120992 | -28056 | -120992 | -82742 | -43800 | -82742 |
Avg Bars in Trades | 26 | 27 | 25 | 26 | 27 | 25 |
Avg Bars in Winners | 27 | 28 | 27 | 25 | 27 | 22 |
Avg Bars in Losers | 25 | 27 | 23 | 27 | 28 | 27 |
Bars Traded | 7047 | 3681 | 3366 | 7047 | 3681 | 3366 |
Profit Streak | 0 | 0 | 13.5312 | 2.6979 | 13.8645 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9857 | 311186 | -579513 | -581581 | -579529 | -583061 |
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{ "first_band": { "type": "pwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 41, "offset": 98 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 41, "offset": 98 } } }
# | 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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