Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2019586.7232 | 2052236.0081 | -32649.2849 | -117258.3724 | 459106.0478 | -576364.4202 |
Total P&L (%) | 2019.5867 | 2052.236 | -32.6493 | -117.2584 | 459.106 | -576.3644 |
Avg Daily Profit (%) | 1.0937 | 1.1114 | -0.0177 | 0 | 0.0933 | 0 |
Buy And Hold Return (%) | 114.1454 | 114.1454 | 114.1454 | 114.1454 | 114.1454 | 114.1454 |
Max Trade Drawdown | -202080 | -79319 | -147655 | -1929521 | -1017040 | -1062152 |
Profit Factor | 3.4739 | 6.4251 | 0.9255 | 0.9499 | 1.4292 | 0.546 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 37 | 17 | 20 | 55 | 29 | 26 |
Losing Trades | 58 | 30 | 28 | 40 | 18 | 22 |
Profitability (%) | 38.9474 | 36.1702 | 41.6667 | 57.8947 | 61.7021 | 54.1667 |
Ratio Avg Win / Avg Loss | 5.4455 | 11.3384 | 1.2957 | 0.6908 | 0.8871 | 0.462 |
Largest Winning Trade | 1873299 | 1873299 | 75821 | 1375464 | 1375464 | 494184 |
Largest Losing Trade | -101495 | -43585 | -101495 | -998444 | -760037 | -998444 |
Avg Bars in Trades | 74 | 91 | 58 | 74 | 91 | 58 |
Avg Bars in Winners | 128 | 170 | 91 | 59 | 75 | 41 |
Avg Bars in Losers | 40 | 47 | 33 | 96 | 118 | 78 |
Bars Traded | 7104 | 4319 | 2785 | 7104 | 4319 | 2785 |
Profit Streak | 0 | 0 | 0 | 37.7986 | 115.5486 | 37.7986 |
Trades During Streak | 0 | 0 | 0 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 576735 | 600028 | -582263 | -578512 | -68510 | -579604 |
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{ "first_band": { "type": "pwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 23, "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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