Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1559382.9207 | 1549390.2289 | 9992.6918 | 100957.7502 | 395741.8437 | -294784.0935 |
Total P&L (%) | 1559.3829 | 1549.3902 | 9.9927 | 100.9578 | 395.7418 | -294.7841 |
Avg Daily Profit (%) | 0.8388 | 0.8335 | 0.0054 | 0.0376 | 0.0862 | 0 |
Buy And Hold Return (%) | 72.8723 | 72.8723 | 72.8723 | 72.8723 | 72.8723 | 72.8723 |
Max Trade Drawdown | -193357 | -145435 | -73662 | -1634683 | -1182894 | -753573 |
Profit Factor | 3.0592 | 4.7529 | 1.029 | 1.0189 | 1.144 | 0.8868 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 81 | 44 | 37 | 81 | 44 | 37 |
Profitability (%) | 46 | 41.3333 | 50.6667 | 46 | 41.3333 | 50.6667 |
Ratio Avg Win / Avg Loss | 3.5912 | 6.746 | 1.0019 | 1.1961 | 1.6237 | 0.8635 |
Largest Winning Trade | 1621164 | 1621164 | 43692 | 1131296 | 1131296 | 335368 |
Largest Losing Trade | -39711 | -22890 | -39711 | -465814 | -188383 | -465814 |
Avg Bars in Trades | 36 | 39 | 32 | 36 | 39 | 32 |
Avg Bars in Winners | 45 | 49 | 42 | 45 | 49 | 42 |
Avg Bars in Losers | 28 | 32 | 23 | 28 | 32 | 23 |
Bars Traded | 5420 | 2949 | 2471 | 5420 | 2949 | 2471 |
Profit Streak | 0 | 0 | 47.354 | 0 | 0 | 47.354 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 657881 | -39519 | -595484 | -389166 | -200369 | -636231 |
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{ "first_band": { "type": "pwma", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "midprice", "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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