Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1879900.6235 | 1688948.3294 | 190952.2942 | 29437472.8277 | 6937977.2962 | 22499495.5315 |
Total P&L (%) | 1879.9006 | 1688.9483 | 190.9523 | 29437.4728 | 6937.9773 | 22499.4955 |
Avg Daily Profit (%) | 1.0066 | 0.9044 | 0.1023 | 0.3051 | 0.228 | 0.2907 |
Buy And Hold Return (%) | 621.698 | 621.698 | 621.698 | 621.698 | 621.698 | 621.698 |
Max Trade Drawdown | -42101 | -75090 | -37382 | -13722839 | -8461676 | -5398477 |
Profit Factor | 7.1921 | 10.5937 | 2.4971 | 1.9265 | 1.3335 | 3.0511 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 21 | 7 | 14 | 21 | 7 | 14 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 35.5932 | 23.3333 | 48.2759 | 35.5932 | 23.3333 | 48.2759 |
Ratio Avg Win / Avg Loss | 13.0142 | 34.8078 | 2.6754 | 3.486 | 4.3814 | 3.269 |
Largest Winning Trade | 957461 | 957461 | 57219 | 15230770 | 15230770 | 13455755 |
Largest Losing Trade | -37436 | -30744 | -37436 | -4654503 | -3368574 | -4654503 |
Avg Bars in Trades | 59 | 47 | 72 | 59 | 47 | 72 |
Avg Bars in Winners | 125 | 133 | 121 | 125 | 133 | 121 |
Avg Bars in Losers | 23 | 20 | 27 | 23 | 20 | 27 |
Bars Traded | 3528 | 1418 | 2110 | 3528 | 1418 | 2110 |
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 | -166596 | -18786 | -218216 | -172786 | -27531 | 500966 |
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{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "fwma", "factors": { "length": 87, "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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