Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 848684.5632 | 668187.4069 | 180497.1563 | 1464725.3128 | 578008.3563 | 886716.9564 |
Total P&L (%) | 848.6846 | 668.1874 | 180.4972 | 1464.7253 | 578.0084 | 886.717 |
Avg Daily Profit (%) | 0.5265 | 0.4145 | 0.112 | 0.1708 | 0.1188 | 0.1421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91762 | -114747 | -68826 | -1484128 | -1668922 | -483829 |
Profit Factor | 2.3998 | 2.6425 | 1.9047 | 1.3645 | 1.1963 | 1.8263 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 56 | 21 | 35 | 56 | 21 | 35 |
Losing Trades | 53 | 33 | 20 | 53 | 33 | 20 |
Profitability (%) | 51.3761 | 38.8889 | 63.6364 | 51.3761 | 38.8889 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.2712 | 4.1526 | 1.0884 | 1.2914 | 1.8798 | 1.0436 |
Largest Winning Trade | 420284 | 420284 | 51008 | 1346635 | 1346635 | 293568 |
Largest Losing Trade | -42438 | -42438 | -42422 | -483829 | -482168 | -483829 |
Avg Bars in Trades | 57 | 59 | 56 | 57 | 59 | 56 |
Avg Bars in Winners | 74 | 86 | 66 | 74 | 86 | 66 |
Avg Bars in Losers | 40 | 42 | 37 | 40 | 42 | 37 |
Bars Traded | 6294 | 3213 | 3081 | 6294 | 3213 | 3081 |
Profit Streak | 18.1075 | 0 | 145.1075 | 18.1075 | 0 | 145.1075 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 591561 | -169465 | -217880 | 334738 | -221891 | -177427 |
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{ "first_band": { "type": "pwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 55, "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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