Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253842.604 | 109207.2328 | 144635.3712 | -61914.6897 | 7478.4405 | -69393.1302 |
Total P&L (%) | 253.8426 | 109.2072 | 144.6354 | -61.9147 | 7.4784 | -69.3931 |
Avg Daily Profit (%) | 0.1521 | 0.0654 | 0.0867 | -0.0578 | 0.0043 | -0.0709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -207578 | -158674 | -148407 | -773150 | -569674 | -351887 |
Profit Factor | 1.2182 | 1.1551 | 1.315 | 0.9796 | 1.0045 | 0.9493 |
Total Trades | 221 | 110 | 111 | 221 | 110 | 111 |
Winning Trades | 109 | 45 | 64 | 109 | 45 | 64 |
Losing Trades | 112 | 65 | 47 | 112 | 65 | 47 |
Profitability (%) | 49.3213 | 40.9091 | 57.6577 | 49.3213 | 40.9091 | 57.6577 |
Ratio Avg Win / Avg Loss | 1.2518 | 1.6685 | 0.9657 | 1.0065 | 1.4509 | 0.6971 |
Largest Winning Trade | 121345 | 121345 | 35703 | 342111 | 342111 | 201789 |
Largest Losing Trade | -42833 | -42833 | -40137 | -275390 | -222686 | -275390 |
Avg Bars in Trades | 22 | 26 | 18 | 22 | 26 | 18 |
Avg Bars in Winners | 26 | 31 | 22 | 26 | 31 | 22 |
Avg Bars in Losers | 18 | 22 | 12 | 18 | 22 | 12 |
Bars Traded | 4911 | 2904 | 2007 | 4911 | 2904 | 2007 |
Profit Streak | 16.8971 | 0 | 17.8971 | 16.8971 | 0 | 17.8971 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307360 | -157845 | -77174 | -577369 | -571917 | -579201 |
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{ "first_band": { "type": "pwma", "factors": { "length": 37, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 58, "offset": 0 } } }
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# | 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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