Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 257901.5006 | 336952.8742 | -79051.3737 | -69542.2554 | 54920.1408 | -124462.3962 |
Total P&L (%) | 257.9015 | 336.9529 | -79.0514 | -69.5423 | 54.9201 | -124.4624 |
Avg Daily Profit (%) | 0.1594 | 0.2083 | -0.0489 | -0.0734 | 0.0271 | 0 |
Buy And Hold Return (%) | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 | 24.971 |
Max Trade Drawdown | -198409 | -115828 | -275550 | -298978 | -202463 | -206980 |
Profit Factor | 1.1181 | 1.3152 | 0.9291 | 0.9631 | 1.0612 | 0.8742 |
Total Trades | 941 | 471 | 470 | 941 | 471 | 470 |
Winning Trades | 410 | 215 | 195 | 410 | 215 | 195 |
Losing Trades | 531 | 256 | 275 | 531 | 256 | 275 |
Profitability (%) | 43.5707 | 45.6476 | 41.4894 | 43.5707 | 45.6476 | 41.4894 |
Ratio Avg Win / Avg Loss | 1.448 | 1.566 | 1.3103 | 1.2474 | 1.2636 | 1.2328 |
Largest Winning Trade | 116879 | 116879 | 45807 | 60405 | 58316 | 60405 |
Largest Losing Trade | -40622 | -25503 | -40622 | -58514 | -30470 | -58514 |
Avg Bars in Trades | 20 | 21 | 18 | 20 | 21 | 18 |
Avg Bars in Winners | 25 | 27 | 24 | 25 | 27 | 24 |
Avg Bars in Losers | 16 | 17 | 15 | 16 | 17 | 15 |
Bars Traded | 19170 | 10268 | 8902 | 19170 | 10268 | 8902 |
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 | -80258 | 340931 | -580242 | -576002 | -314978 | -580242 |
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{ "first_band": { "type": "fwma", "factors": { "length": 188, "offset": 37 } }, "second_band": { "type": "ema", "factors": { "length": 73, "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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