Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 980238.4946 | 880115.2543 | 100123.2403 | 639330.1927 | -320456.0921 | 959786.2848 |
Total P&L (%) | 980.2385 | 880.1153 | 100.1232 | 639.3302 | -320.4561 | 959.7863 |
Avg Daily Profit (%) | 0.5067 | 0.4549 | 0.0518 | 0.1035 | 0 | 0.1221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176107 | -120115 | -100542 | -1174492 | -1074359 | -552304 |
Profit Factor | 1.9914 | 2.5057 | 1.2477 | 1.1019 | 0.9201 | 1.4245 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Profitability (%) | 46.8927 | 44.3182 | 49.4382 | 46.8927 | 44.3182 | 49.4382 |
Ratio Avg Win / Avg Loss | 2.2554 | 3.1482 | 1.2761 | 1.248 | 1.156 | 1.4568 |
Largest Winning Trade | 637755 | 637755 | 47500 | 569822 | 569822 | 335810 |
Largest Losing Trade | -56560 | -56560 | -36489 | -492327 | -492327 | -259862 |
Avg Bars in Trades | 63 | 88 | 39 | 63 | 88 | 39 |
Avg Bars in Winners | 75 | 99 | 53 | 75 | 99 | 53 |
Avg Bars in Losers | 53 | 79 | 25 | 53 | 79 | 25 |
Bars Traded | 11276 | 7755 | 3520 | 11276 | 7755 | 3520 |
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 | 509802 | 448710 | -124574 | -163113 | -581639 | -29289 |
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{ "first_band": { "type": "pwma", "factors": { "length": 174, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "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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