Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1199186.9512 | 943410.7151 | 255776.2361 | 168449730.8494 | 141036144.05 | 27413586.7994 |
Total P&L (%) | 1199.187 | 943.4107 | 255.7762 | 168449.7308 | 141036.1441 | 27413.5868 |
Avg Daily Profit (%) | 0.4796 | 0.3773 | 0.1023 | 0.2976 | 0.2905 | 0.2249 |
Buy And Hold Return (%) | 887.4195 | 887.4195 | 887.4195 | 887.4195 | 887.4195 | 887.4195 |
Max Trade Drawdown | -61878 | -30328 | -55342 | -15306282 | -4671129 | -14240891 |
Profit Factor | 5.7859 | 8.8574 | 2.96 | 5.8037 | 10.7834 | 2.3275 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 64.557 | 58.9744 | 70 | 64.557 | 58.9744 | 70 |
Ratio Avg Win / Avg Loss | 3.1766 | 6.1617 | 1.2686 | 3.1863 | 7.5015 | 0.9975 |
Largest Winning Trade | 394435 | 394435 | 47658 | 68386866 | 68386866 | 8745294 |
Largest Losing Trade | -55342 | -30328 | -55342 | -14240891 | -4671129 | -14240891 |
Avg Bars in Trades | 59 | 65 | 52 | 59 | 65 | 52 |
Avg Bars in Winners | 73 | 90 | 59 | 73 | 90 | 59 |
Avg Bars in Losers | 34 | 30 | 38 | 34 | 30 | 38 |
Bars Traded | 4684 | 2569 | 2115 | 4684 | 2569 | 2115 |
Profit Streak | 168.5 | 168.5 | 332 | 168.5 | 168.5 | 332 |
Trades During Streak | 7 | 3 | 6 | 7 | 3 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -65324 | -125528 | -213629 | -10388 | 715586 | 501519 |
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{ "first_band": { "type": "pwma", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 174, "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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