Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163465.3756 | 427630.6941 | -264165.3185 | -99687.6576 | 29044.9921 | -128732.6497 |
Total P&L (%) | 163.4654 | 427.6307 | -264.1653 | -99.6877 | 29.045 | -128.7327 |
Avg Daily Profit (%) | 0.0847 | 0.2215 | -0.1369 | -0.2984 | 0.0132 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -347374 | -257915 | -263331 | -121842 | -49798 | -115571 |
Profit Factor | 1.0968 | 1.4735 | 0.6634 | 0.7114 | 1.1948 | 0.3444 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 136 | 65 | 71 | 136 | 65 | 71 |
Losing Trades | 144 | 75 | 69 | 144 | 75 | 69 |
Profitability (%) | 48.5714 | 46.4286 | 50.7143 | 48.5714 | 46.4286 | 50.7143 |
Ratio Avg Win / Avg Loss | 1.1614 | 1.7002 | 0.6447 | 0.7533 | 1.3786 | 0.3347 |
Largest Winning Trade | 568967 | 568967 | 30290 | 55908 | 55908 | 10151 |
Largest Losing Trade | -55517 | -55320 | -55517 | -44506 | -21801 | -44506 |
Avg Bars in Trades | 40 | 53 | 27 | 40 | 53 | 27 |
Avg Bars in Winners | 43 | 56 | 31 | 43 | 56 | 31 |
Avg Bars in Losers | 38 | 50 | 24 | 38 | 50 | 24 |
Bars Traded | 11407 | 7491 | 3916 | 11407 | 7491 | 3916 |
Profit Streak | 0 | 0 | 40.9092 | 0 | 0 | 40.9092 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -192986 | 305579 | -579085 | -579868 | -186178 | -579085 |
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{ "first_band": { "type": "pwma", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 120, "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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