Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1187408.8867 | 1255447.3157 | -68038.429 | -6295051.1422 | 2812235.7041 | -9107286.8462 |
Total P&L (%) | 1187.4089 | 1255.4473 | -68.0384 | -6295.0511 | 2812.2357 | -9107.2868 |
Avg Daily Profit (%) | 0.6599 | 0.6978 | -0.0378 | 0 | 0.1876 | 0 |
Buy And Hold Return (%) | 299.1428 | 299.1428 | 299.1428 | 299.1428 | 299.1428 | 299.1428 |
Max Trade Drawdown | -236861 | -141292 | -248885 | -10677322 | -6782859 | -10261378 |
Profit Factor | 3.0095 | 6.2393 | 0.8063 | 0.7851 | 1.2124 | 0.4326 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 34 | 14 | 20 | 35 | 22 | 13 |
Losing Trades | 36 | 21 | 15 | 35 | 13 | 22 |
Profitability (%) | 48.5714 | 40 | 57.1429 | 50 | 62.8571 | 37.1429 |
Ratio Avg Win / Avg Loss | 3.1865 | 9.3589 | 0.6047 | 0.7851 | 0.7164 | 0.7321 |
Largest Winning Trade | 691040 | 691040 | 53482 | 3228594 | 3228594 | 3107187 |
Largest Losing Trade | -236861 | -38285 | -236861 | -6782859 | -6782859 | -2764706 |
Avg Bars in Trades | 98 | 101 | 95 | 98 | 101 | 95 |
Avg Bars in Winners | 148 | 188 | 121 | 64 | 66 | 61 |
Avg Bars in Losers | 51 | 43 | 62 | 132 | 159 | 116 |
Bars Traded | 6906 | 3550 | 3356 | 6906 | 3550 | 3356 |
Profit Streak | 0 | 0 | 62.1047 | 9.8547 | 24.3547 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83865 | 535484 | -578887 | -678891 | 288527 | -585787 |
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{ "first_band": { "type": "pwma", "factors": { "length": 18, "offset": 233 } }, "second_band": { "type": "midprice", "factors": { "length": 244, "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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