Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1619739.8767 | 1600247.8366 | 19492.0401 | 235176.9911 | 1982624.6999 | -1747447.7089 |
Total P&L (%) | 1619.7399 | 1600.2478 | 19.492 | 235.177 | 1982.6247 | -1747.4477 |
Avg Daily Profit (%) | 0.8719 | 0.8614 | 0.0105 | 0.0651 | 0.1636 | 0 |
Buy And Hold Return (%) | 192.7133 | 192.7133 | 192.7133 | 192.7133 | 192.7133 | 192.7133 |
Max Trade Drawdown | -123348 | -70590 | -139647 | -3659195 | -1521368 | -2763138 |
Profit Factor | 3.6095 | 7.9882 | 1.0498 | 1.0252 | 1.6146 | 0.7139 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 50.5376 | 48.9362 | 52.1739 | 50.5376 | 48.9362 | 52.1739 |
Ratio Avg Win / Avg Loss | 3.5327 | 8.3355 | 0.9623 | 1.0034 | 1.6849 | 0.6544 |
Largest Winning Trade | 1522430 | 1522430 | 72412 | 1522430 | 1522430 | 887817 |
Largest Losing Trade | -70423 | -31014 | -70423 | -1975773 | -650748 | -1975773 |
Avg Bars in Trades | 76 | 67 | 85 | 76 | 67 | 85 |
Avg Bars in Winners | 105 | 94 | 116 | 105 | 94 | 116 |
Avg Bars in Losers | 46 | 41 | 51 | 46 | 41 | 51 |
Bars Traded | 7107 | 3167 | 3939 | 7107 | 3167 | 3939 |
Profit Streak | 48.7282 | 48.7282 | 145.9782 | 48.7282 | 48.7282 | 145.9782 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 767197 | 791181 | -510314 | -394702 | 396456 | -579040 |
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{ "first_band": { "type": "ema", "factors": { "length": 236, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "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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