Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1608038.9314 | 1382993.8968 | 225045.0346 | 11290989.6243 | 10923788.0998 | 367201.5246 |
Total P&L (%) | 1608.0389 | 1382.9939 | 225.045 | 11290.9896 | 10923.7881 | 367.2015 |
Avg Daily Profit (%) | 0.6771 | 0.5824 | 0.0948 | 0.1996 | 0.1982 | 0.0649 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138342 | -60774 | -94845 | -40032848 | -18185506 | -25486570 |
Profit Factor | 3.6662 | 6.2042 | 1.6671 | 1.0974 | 1.2215 | 1.0055 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 49.3827 | 46.3415 | 52.5 | 49.3827 | 46.3415 | 52.5 |
Ratio Avg Win / Avg Loss | 3.7579 | 7.1838 | 1.5083 | 1.1249 | 1.4143 | 0.9098 |
Largest Winning Trade | 898666 | 898666 | 70940 | 20794273 | 20794273 | 16094555 |
Largest Losing Trade | -63770 | -36980 | -63770 | -18489396 | -16445460 | -18489396 |
Avg Bars in Trades | 171 | 133 | 209 | 171 | 133 | 209 |
Avg Bars in Winners | 241 | 200 | 277 | 241 | 200 | 277 |
Avg Bars in Losers | 102 | 76 | 134 | 102 | 76 | 134 |
Bars Traded | 13863 | 5487 | 8376 | 13863 | 5487 | 8376 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 86937 | 664091 | -62945 | -121821 | 224620 | -321998 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 160, "offset": 131 } }, "second_band": { "type": "pwma", "factors": { "length": 109, "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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