Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253076.1327 | 151673.6849 | 101402.4478 | 91078.8941 | 138947.389 | -47868.4948 |
Total P&L (%) | 253.0761 | 151.6737 | 101.4024 | 91.0789 | 138.9474 | -47.8685 |
Avg Daily Profit (%) | 0.2058 | 0.1234 | 0.0825 | 0.0527 | 0.0709 | -0.053 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114118 | -85780 | -77830 | -360275 | -272134 | -321261 |
Profit Factor | 1.4252 | 1.4811 | 1.3622 | 1.0555 | 1.1711 | 0.9423 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 62 | 25 | 37 | 62 | 25 | 37 |
Losing Trades | 62 | 37 | 25 | 62 | 37 | 25 |
Profitability (%) | 50 | 40.3226 | 59.6774 | 50 | 40.3226 | 59.6774 |
Ratio Avg Win / Avg Loss | 1.4252 | 2.1921 | 0.9204 | 1.0555 | 1.7332 | 0.6367 |
Largest Winning Trade | 141469 | 141469 | 40375 | 289531 | 289531 | 81277 |
Largest Losing Trade | -46934 | -35017 | -46934 | -146415 | -132080 | -146415 |
Avg Bars in Trades | 37 | 32 | 42 | 37 | 32 | 42 |
Avg Bars in Winners | 43 | 36 | 48 | 43 | 36 | 48 |
Avg Bars in Losers | 31 | 29 | 33 | 31 | 29 | 33 |
Bars Traded | 4650 | 2009 | 2641 | 4650 | 2009 | 2641 |
Profit Streak | 0 | 0 | 50.0025 | 0 | 0 | 50.0025 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318561 | -184243 | -235551 | -281739 | -287725 | -732287 |
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{ "first_band": { "type": "pwma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 188, "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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