Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997304.2732 | 845609.2069 | 151695.0663 | 18369369.9394 | 20440586.0968 | -2071216.1573 |
Total P&L (%) | 997.3043 | 845.6092 | 151.6951 | 18369.3699 | 20440.5861 | -2071.2162 |
Avg Daily Profit (%) | 0.3978 | 0.3373 | 0.0605 | 0.2084 | 0.2126 | 0 |
Buy And Hold Return (%) | 723.1153 | 723.1153 | 723.1153 | 723.1153 | 723.1153 | 723.1153 |
Max Trade Drawdown | -58335 | -72017 | -39323 | -12135064 | -8778080 | -4454999 |
Profit Factor | 2.4067 | 3.2745 | 1.4499 | 1.463 | 1.8608 | 0.8699 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 50.5618 | 47.191 | 53.9326 | 50.5618 | 47.191 | 53.9326 |
Ratio Avg Win / Avg Loss | 2.3532 | 3.6644 | 1.2384 | 1.4305 | 2.0823 | 0.7431 |
Largest Winning Trade | 330358 | 330358 | 43012 | 16207044 | 16207044 | 2813293 |
Largest Losing Trade | -37843 | -22460 | -37843 | -5508410 | -5508410 | -2442729 |
Avg Bars in Trades | 82 | 87 | 77 | 82 | 87 | 77 |
Avg Bars in Winners | 106 | 117 | 97 | 106 | 117 | 97 |
Avg Bars in Losers | 58 | 60 | 55 | 58 | 60 | 55 |
Bars Traded | 14732 | 7797 | 6934 | 14732 | 7797 | 6934 |
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 | -32492 | -99013 | -276712 | 367006 | 369670 | -580584 |
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{ "first_band": { "type": "pwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 232, "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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