Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1515988.6796 | 1446180.1573 | 69808.5223 | 23213381.3751 | 21228324.3063 | 1985057.0688 |
Total P&L (%) | 1515.9887 | 1446.1802 | 69.8085 | 23213.3814 | 21228.3243 | 1985.0571 |
Avg Daily Profit (%) | 0.7422 | 0.708 | 0.0342 | 0.2672 | 0.2629 | 0.1488 |
Buy And Hold Return (%) | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 | 3252.8284 |
Max Trade Drawdown | -122368 | -59724 | -186338 | -6517069 | -5742050 | -5217426 |
Profit Factor | 2.9246 | 5.0939 | 1.1607 | 1.897 | 2.4706 | 1.1735 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 37.7778 | 35.2941 | 40.2985 | 37.7778 | 35.2941 | 40.2985 |
Ratio Avg Win / Avg Loss | 4.8171 | 9.3388 | 1.7195 | 3.1245 | 4.5294 | 1.7385 |
Largest Winning Trade | 382174 | 382174 | 83063 | 8540177 | 8540177 | 4158474 |
Largest Losing Trade | -84639 | -29528 | -84639 | -2281495 | -2281495 | -1443071 |
Avg Bars in Trades | 87 | 75 | 100 | 87 | 75 | 100 |
Avg Bars in Winners | 173 | 148 | 195 | 173 | 148 | 195 |
Avg Bars in Losers | 35 | 35 | 36 | 35 | 35 | 36 |
Bars Traded | 11836 | 5111 | 6725 | 11836 | 5111 | 6725 |
Profit Streak | 308.5447 | 310.0447 | 0 | 308.5447 | 310.0447 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151329 | -260123 | -476399 | 302622 | -101621 | -309084 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 10, "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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