Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 985240.5378 | 971274.4642 | 13966.0736 | -23817.1493 | -363679.9461 | 339862.7968 |
Total P&L (%) | 985.2405 | 971.2745 | 13.9661 | -23.8171 | -363.6799 | 339.8628 |
Avg Daily Profit (%) | 0.4134 | 0.4075 | 0.0059 | -0.0114 | 0 | 0.0622 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -230893 | -115151 | -104676 | -1755994 | -1625421 | -682749 |
Profit Factor | 2.2676 | 3.0677 | 1.0454 | 0.9937 | 0.8621 | 1.2928 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 52 | 48.6486 | 55.2632 | 52 | 48.6486 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.0932 | 3.2381 | 0.8463 | 0.9173 | 0.91 | 1.0466 |
Largest Winning Trade | 627851 | 627851 | 48832 | 968517 | 968517 | 600903 |
Largest Losing Trade | -61198 | -60934 | -61198 | -819548 | -819548 | -579468 |
Avg Bars in Trades | 59 | 82 | 38 | 59 | 82 | 38 |
Avg Bars in Winners | 76 | 111 | 46 | 76 | 111 | 46 |
Avg Bars in Losers | 42 | 55 | 27 | 42 | 55 | 27 |
Bars Traded | 4499 | 3050 | 1448 | 4499 | 3050 | 1448 |
Profit Streak | 33.1005 | 0 | 76.1005 | 33.1005 | 0 | 76.1005 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46299 | 545464 | -398366 | -641255 | -581298 | -108623 |
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{ "first_band": { "type": "pwma", "factors": { "length": 204, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 167, "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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