Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 518196.2699 | 373117.9897 | 145078.2803 | 598970.0864 | 143811.7333 | 455158.3532 |
Total P&L (%) | 518.1963 | 373.118 | 145.0783 | 598.9701 | 143.8117 | 455.1584 |
Avg Daily Profit (%) | 0.3809 | 0.2743 | 0.1066 | 0.143 | 0.0655 | 0.1261 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126122 | -103515 | -59078 | -1654812 | -1243256 | -594977 |
Profit Factor | 2.2165 | 2.5691 | 1.7709 | 1.1868 | 1.077 | 1.3402 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 49.2958 | 37.1429 | 61.1111 | 49.2958 | 37.1429 | 61.1111 |
Ratio Avg Win / Avg Loss | 2.2798 | 4.3476 | 1.127 | 1.2207 | 1.8225 | 0.8528 |
Largest Winning Trade | 282463 | 282463 | 52484 | 552735 | 552735 | 508883 |
Largest Losing Trade | -44483 | -44483 | -41461 | -571171 | -571171 | -246265 |
Avg Bars in Trades | 52 | 61 | 44 | 52 | 61 | 44 |
Avg Bars in Winners | 65 | 88 | 51 | 65 | 88 | 51 |
Avg Bars in Losers | 40 | 45 | 32 | 40 | 45 | 32 |
Bars Traded | 3733 | 2149 | 1584 | 3733 | 2149 | 1584 |
Profit Streak | 0 | 116.0978 | 0 | 0 | 116.0978 | 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 | -77749 | 327702 | -46922 | -108279 | -244236 | -24593 |
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{ "first_band": { "type": "pwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "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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