Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1135998.7931 | 1204078.6302 | -68079.8371 | -179768.8076 | 77858.9201 | -257627.7276 |
Total P&L (%) | 1135.9988 | 1204.0786 | -68.0798 | -179.7688 | 77.8589 | -257.6277 |
Avg Daily Profit (%) | 0.6084 | 0.6449 | -0.0365 | 0 | 0.0308 | 0 |
Buy And Hold Return (%) | 541.0346 | 541.0346 | 541.0346 | 541.0346 | 541.0346 | 541.0346 |
Max Trade Drawdown | -216144 | -172388 | -109331 | -1212508 | -713220 | -735028 |
Profit Factor | 2.7519 | 5.3059 | 0.8154 | 0.9116 | 1.091 | 0.7815 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 30 | 12 | 18 | 32 | 18 | 14 |
Losing Trades | 36 | 21 | 15 | 34 | 15 | 19 |
Profitability (%) | 45.4545 | 36.3636 | 54.5455 | 48.4848 | 54.5455 | 42.4242 |
Ratio Avg Win / Avg Loss | 3.3022 | 9.2854 | 0.6795 | 0.9686 | 0.9092 | 1.0606 |
Largest Winning Trade | 641740 | 641740 | 59776 | 328878 | 251395 | 328878 |
Largest Losing Trade | -109331 | -29786 | -109331 | -629895 | -629895 | -420392 |
Avg Bars in Trades | 163 | 134 | 192 | 163 | 134 | 192 |
Avg Bars in Winners | 204 | 198 | 208 | 128 | 99 | 166 |
Avg Bars in Losers | 129 | 98 | 172 | 195 | 176 | 211 |
Bars Traded | 10786 | 4445 | 6341 | 10786 | 4445 | 6341 |
Profit Streak | 0 | 0 | 0 | 108.3203 | 108.3203 | 143.3203 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119990 | 329256 | -580213 | -708513 | -438446 | -581120 |
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{ "first_band": { "type": "sma", "factors": { "length": 170, "offset": 131 } }, "second_band": { "type": "pwma", "factors": { "length": 175, "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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