Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472612.1802 | 347814.0586 | 124798.1215 | 507128.7341 | 333695.766 | 173432.9681 |
Total P&L (%) | 472.6122 | 347.8141 | 124.7981 | 507.1287 | 333.6958 | 173.433 |
Avg Daily Profit (%) | 0.3458 | 0.2545 | 0.0913 | 0.1321 | 0.1074 | 0.0736 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77235 | -67221 | -74678 | -527253 | -482203 | -341788 |
Profit Factor | 2.1383 | 2.7544 | 1.5752 | 1.2936 | 1.4029 | 1.1929 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.8387 | 51.6129 | 58.0645 | 54.8387 | 51.6129 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.7609 | 2.5822 | 1.1377 | 1.0653 | 1.3152 | 0.8615 |
Largest Winning Trade | 227397 | 227397 | 50541 | 214491 | 214491 | 205181 |
Largest Losing Trade | -45422 | -45422 | -44447 | -299845 | -275169 | -299845 |
Avg Bars in Trades | 62 | 68 | 55 | 62 | 68 | 55 |
Avg Bars in Winners | 77 | 86 | 68 | 77 | 86 | 68 |
Avg Bars in Losers | 43 | 50 | 36 | 43 | 50 | 36 |
Bars Traded | 3845 | 2136 | 1709 | 3845 | 2136 | 1709 |
Profit Streak | 0 | 121.5292 | 0 | 0 | 121.5292 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144938 | 520939 | -68281 | -174144 | -47750 | -103617 |
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{ "first_band": { "type": "pwma", "factors": { "length": 189, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 154, "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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