Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191198.6037 | -1956.9867 | 193155.5903 | 19422.9019 | -65981.0168 | 85403.9187 |
Total P&L (%) | 191.1986 | -1.957 | 193.1556 | 19.4229 | -65.981 | 85.4039 |
Avg Daily Profit (%) | 0.1859 | -0.0019 | 0.1878 | 0.0173 | -0.1048 | 0.0601 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123125 | -70087 | -83056 | -444816 | -153587 | -399924 |
Profit Factor | 1.6379 | 0.9873 | 2.3225 | 1.0218 | 0.8114 | 1.1575 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 60.6557 | 51.6129 | 70 | 60.6557 | 51.6129 | 70 |
Ratio Avg Win / Avg Loss | 1.0624 | 0.9256 | 0.9954 | 0.6628 | 0.7607 | 0.4961 |
Largest Winning Trade | 67862 | 44092 | 67862 | 77124 | 77124 | 73014 |
Largest Losing Trade | -83056 | -37126 | -83056 | -399924 | -86878 | -399924 |
Avg Bars in Trades | 63 | 33 | 94 | 63 | 33 | 94 |
Avg Bars in Winners | 68 | 30 | 97 | 68 | 30 | 97 |
Avg Bars in Losers | 55 | 36 | 87 | 55 | 36 | 87 |
Bars Traded | 3861 | 1038 | 2823 | 3861 | 1038 | 2823 |
Profit Streak | 0 | 0 | 39.1646 | 0 | 0 | 39.1646 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155127 | -580608 | 457029 | -539925 | -580608 | -158131 |
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{ "first_band": { "type": "midprice", "factors": { "length": 196, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 77, "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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