Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529440.4798 | 506245.7188 | 23194.761 | 405242.8525 | 287035.8446 | 118207.0079 |
Total P&L (%) | 529.4405 | 506.2457 | 23.1948 | 405.2429 | 287.0358 | 118.207 |
Avg Daily Profit (%) | 0.2872 | 0.2746 | 0.0126 | 0.0879 | 0.0734 | 0.0423 |
Buy And Hold Return (%) | 212.35 | 212.35 | 212.35 | 212.35 | 212.35 | 212.35 |
Max Trade Drawdown | -108636 | -64375 | -97709 | -947601 | -666959 | -869915 |
Profit Factor | 1.6775 | 2.3588 | 1.0567 | 1.0787 | 1.1078 | 1.0476 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 69 | 39 | 30 | 69 | 39 | 30 |
Profitability (%) | 55.1948 | 49.3506 | 61.039 | 55.1948 | 49.3506 | 61.039 |
Ratio Avg Win / Avg Loss | 1.3617 | 2.4209 | 0.6745 | 0.8757 | 1.1369 | 0.6687 |
Largest Winning Trade | 303000 | 303000 | 46304 | 527851 | 527851 | 412737 |
Largest Losing Trade | -44016 | -36264 | -44016 | -457789 | -457789 | -234541 |
Avg Bars in Trades | 46 | 46 | 46 | 46 | 46 | 46 |
Avg Bars in Winners | 50 | 54 | 47 | 50 | 54 | 47 |
Avg Bars in Losers | 41 | 39 | 44 | 41 | 39 | 44 |
Bars Traded | 7178 | 3609 | 3569 | 7178 | 3609 | 3569 |
Profit Streak | 0 | 0 | 84.801 | 0 | 0 | 84.801 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314247 | -33371 | -540904 | -217250 | -295445 | -511315 |
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{ "first_band": { "type": "pwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 57, "offset": 35 } } }
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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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