Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1291167.9749 | 1363291.4463 | -72123.4714 | -69957.9683 | 859542.1827 | -929500.1511 |
Total P&L (%) | 1291.168 | 1363.2914 | -72.1235 | -69.958 | 859.5422 | -929.5002 |
Avg Daily Profit (%) | 0.6988 | 0.7378 | -0.039 | -0.0651 | 0.1225 | 0 |
Buy And Hold Return (%) | 46.6049 | 46.6049 | 46.6049 | 46.6049 | 46.6049 | 46.6049 |
Max Trade Drawdown | -235192 | -186837 | -120123 | -1703731 | -680477 | -1053227 |
Profit Factor | 2.5704 | 4.0786 | 0.8099 | 0.9763 | 1.6536 | 0.4331 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Profitability (%) | 46.8254 | 42.8571 | 50.7937 | 46.8254 | 42.8571 | 50.7937 |
Ratio Avg Win / Avg Loss | 2.919 | 5.4382 | 0.7846 | 1.1087 | 2.2048 | 0.4196 |
Largest Winning Trade | 1515696 | 1515696 | 33128 | 1531982 | 1531982 | 161781 |
Largest Losing Trade | -44922 | -40156 | -44922 | -778851 | -333537 | -778851 |
Avg Bars in Trades | 56 | 67 | 46 | 56 | 67 | 46 |
Avg Bars in Winners | 65 | 80 | 52 | 65 | 80 | 52 |
Avg Bars in Losers | 49 | 58 | 39 | 49 | 58 | 39 |
Bars Traded | 7174 | 4274 | 2900 | 7174 | 4274 | 2900 |
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 | 586851 | -129982 | -727355 | -580011 | -175720 | -727355 |
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{ "first_band": { "type": "pwma", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 163, "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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