Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 847778.841 | 797460.2385 | 50318.6025 | 739845.4201 | 610611.9216 | 129233.4986 |
Total P&L (%) | 847.7788 | 797.4602 | 50.3186 | 739.8454 | 610.6119 | 129.2335 |
Avg Daily Profit (%) | 0.4607 | 0.4334 | 0.0273 | 0.1157 | 0.1066 | 0.0451 |
Buy And Hold Return (%) | 159.1387 | 159.1387 | 159.1387 | 159.1387 | 159.1387 | 159.1387 |
Max Trade Drawdown | -88552 | -52839 | -44060 | -930716 | -725924 | -561435 |
Profit Factor | 2.4553 | 4.095 | 1.1549 | 1.1976 | 1.3312 | 1.068 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 46.875 | 45.8333 | 47.9167 | 46.875 | 45.8333 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.7827 | 4.8395 | 1.2553 | 1.3573 | 1.5732 | 1.1609 |
Largest Winning Trade | 657180 | 657180 | 41579 | 428771 | 428771 | 426023 |
Largest Losing Trade | -45389 | -25775 | -45389 | -403938 | -403938 | -236301 |
Avg Bars in Trades | 55 | 56 | 55 | 55 | 56 | 55 |
Avg Bars in Winners | 78 | 80 | 76 | 78 | 80 | 76 |
Avg Bars in Losers | 36 | 35 | 37 | 36 | 35 | 37 |
Bars Traded | 5370 | 2689 | 2681 | 5370 | 2689 | 2681 |
Profit Streak | 0 | 0 | 44.7854 | 0 | 0 | 44.7854 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 463346 | 515027 | -372439 | -43851 | -52728 | -444329 |
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{ "first_band": { "type": "pwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 75, "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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