Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305321.1702 | 62864.5976 | 242456.5726 | 591739.4957 | 7120.6001 | 584618.8956 |
Total P&L (%) | 305.3212 | 62.8646 | 242.4566 | 591.7395 | 7.1206 | 584.6189 |
Avg Daily Profit (%) | 0.2349 | 0.0484 | 0.1865 | 0.1489 | 0.0053 | 0.1481 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67202 | -46206 | -48699 | -721482 | -426332 | -558728 |
Profit Factor | 1.6348 | 1.2449 | 2.0809 | 1.2054 | 1.0047 | 1.4269 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 41.5385 | 38.4615 | 44.6154 | 41.5385 | 38.4615 | 44.6154 |
Ratio Avg Win / Avg Loss | 2.3008 | 1.9919 | 2.5831 | 1.6965 | 1.6075 | 1.7713 |
Largest Winning Trade | 45251 | 45251 | 43964 | 250922 | 250922 | 215335 |
Largest Losing Trade | -25395 | -16345 | -25395 | -263279 | -170843 | -263279 |
Avg Bars in Trades | 116 | 107 | 126 | 116 | 107 | 126 |
Avg Bars in Winners | 199 | 176 | 219 | 199 | 176 | 219 |
Avg Bars in Losers | 58 | 64 | 51 | 58 | 64 | 51 |
Bars Traded | 15204 | 6988 | 8216 | 15204 | 6988 | 8216 |
Profit Streak | 42.9282 | 42.9282 | 44.6782 | 42.9282 | 42.9282 | 44.6782 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341682 | -263827 | -121602 | 189104 | -701654 | -125998 |
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{ "first_band": { "type": "pwma", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "dema", "factors": { "length": 43, "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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