Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2008652.9893 | 1959190.9345 | 49462.0549 | 804061.13 | 5260678.4238 | -4456617.2938 |
Total P&L (%) | 2008.653 | 1959.1909 | 49.4621 | 804.0611 | 5260.6784 | -4456.6173 |
Avg Daily Profit (%) | 0.9029 | 0.8807 | 0.0222 | 0.099 | 0.1791 | 0 |
Buy And Hold Return (%) | 221.5059 | 221.5059 | 221.5059 | 221.5059 | 221.5059 | 221.5059 |
Max Trade Drawdown | -215304 | -124972 | -112122 | -16420496 | -5202969 | -12458190 |
Profit Factor | 3.8164 | 6.2637 | 1.1451 | 1.0182 | 1.2538 | 0.81 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 45.122 | 46.3415 | 43.9024 | 45.122 | 46.3415 | 43.9024 |
Ratio Avg Win / Avg Loss | 4.6416 | 7.2527 | 1.4631 | 1.2383 | 1.4518 | 1.035 |
Largest Winning Trade | 1803240 | 1803240 | 47771 | 8101574 | 8101574 | 3670675 |
Largest Losing Trade | -61273 | -37843 | -61273 | -6492897 | -4276394 | -6492897 |
Avg Bars in Trades | 78 | 92 | 64 | 78 | 92 | 64 |
Avg Bars in Winners | 97 | 109 | 84 | 97 | 109 | 84 |
Avg Bars in Losers | 63 | 78 | 48 | 63 | 78 | 48 |
Bars Traded | 6451 | 3810 | 2641 | 6451 | 3810 | 2641 |
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 | 342277 | 733580 | -392237 | -274100 | 225862 | -581446 |
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{ "first_band": { "type": "pwma", "factors": { "length": 168, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 200, "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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