Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134204.8751 | 97341.7284 | 36863.1466 | 149331.1037 | 120467.6088 | 28863.495 |
Total P&L (%) | 134.2049 | 97.3417 | 36.8631 | 149.3311 | 120.4676 | 28.8635 |
Avg Daily Profit (%) | 0.2577 | 0.1869 | 0.0708 | 0.1756 | 0.1519 | 0.0487 |
Buy And Hold Return (%) | 19.7348 | 19.7348 | 19.7348 | 19.7348 | 19.7348 | 19.7348 |
Max Trade Drawdown | -53930 | -32271 | -44738 | -157520 | -95331 | -144466 |
Profit Factor | 1.2558 | 1.3647 | 1.1431 | 1.1536 | 1.2423 | 1.0607 |
Total Trades | 318 | 159 | 159 | 318 | 159 | 159 |
Winning Trades | 156 | 74 | 82 | 156 | 74 | 82 |
Losing Trades | 162 | 85 | 77 | 162 | 85 | 77 |
Profitability (%) | 49.0566 | 46.5409 | 51.5723 | 49.0566 | 46.5409 | 51.5723 |
Ratio Avg Win / Avg Loss | 1.3041 | 1.5675 | 1.0734 | 1.198 | 1.427 | 0.9961 |
Largest Winning Trade | 25058 | 25058 | 13912 | 64428 | 64428 | 35734 |
Largest Losing Trade | -13752 | -13752 | -11399 | -39043 | -39043 | -35474 |
Avg Bars in Trades | 77 | 78 | 76 | 77 | 78 | 76 |
Avg Bars in Winners | 91 | 92 | 90 | 91 | 92 | 90 |
Avg Bars in Losers | 63 | 65 | 61 | 63 | 65 | 61 |
Bars Traded | 24685 | 12467 | 12218 | 24685 | 12467 | 12218 |
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 | 306798 | 218499 | -169433 | -43445 | 169486 | -305212 |
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{ "first_band": { "type": "pwma", "factors": { "length": 234, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 238, "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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