Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259835.866 | 257345.9513 | 2489.9147 | 31570.6836 | 180524.3059 | -148953.6223 |
Total P&L (%) | 259.8359 | 257.346 | 2.4899 | 31.5707 | 180.5243 | -148.9536 |
Avg Daily Profit (%) | 0.2403 | 0.238 | 0.0023 | 0.0254 | 0.0954 | 0 |
Buy And Hold Return (%) | 19.4345 | 19.4345 | 19.4345 | 19.4345 | 19.4345 | 19.4345 |
Max Trade Drawdown | -88204 | -73475 | -71386 | -287301 | -144058 | -171382 |
Profit Factor | 1.5997 | 2.0066 | 1.014 | 1.0339 | 1.357 | 0.6503 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Losing Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Profitability (%) | 50.5882 | 55.814 | 45.2381 | 50.5882 | 55.814 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.5625 | 1.5886 | 1.2275 | 1.0098 | 1.0743 | 0.7872 |
Largest Winning Trade | 277638 | 277638 | 30025 | 277638 | 277638 | 27123 |
Largest Losing Trade | -42804 | -42804 | -34510 | -130323 | -101283 | -130323 |
Avg Bars in Trades | 47 | 53 | 40 | 47 | 53 | 40 |
Avg Bars in Winners | 51 | 49 | 54 | 51 | 49 | 54 |
Avg Bars in Losers | 42 | 59 | 28 | 42 | 59 | 28 |
Bars Traded | 4015 | 2318 | 1697 | 4015 | 2318 | 1697 |
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 | 406625 | 452265 | -562428 | -351315 | -64341 | -582586 |
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{ "first_band": { "type": "pwma", "factors": { "length": 27, "offset": 190 } }, "second_band": { "type": "rma", "factors": { "length": 116, "offset": 97 } } }
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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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