Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234083.0042 | 374030.0326 | -139947.0284 | -93158.6597 | 32810.7203 | -125969.38 |
Total P&L (%) | 234.083 | 374.03 | -139.947 | -93.1587 | 32.8107 | -125.9694 |
Avg Daily Profit (%) | 0.1293 | 0.2065 | -0.0773 | -0.148 | 0.0157 | 0 |
Buy And Hold Return (%) | 135.9686 | 135.9686 | 135.9686 | 135.9686 | 135.9686 | 135.9686 |
Max Trade Drawdown | -137929 | -23737 | -257324 | -95612 | -3675 | -125887 |
Profit Factor | 1.3136 | 4.4656 | 0.7808 | 0.4844 | 2.4578 | 0.2035 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Profitability (%) | 54.1176 | 59.5238 | 48.8372 | 54.1176 | 59.5238 | 48.8372 |
Ratio Avg Win / Avg Loss | 1.1137 | 3.0366 | 0.818 | 0.4107 | 1.6713 | 0.2132 |
Largest Winning Trade | 88071 | 88071 | 74262 | 13097 | 13097 | 5343 |
Largest Losing Trade | -81777 | -16990 | -81777 | -69697 | -10727 | -69697 |
Avg Bars in Trades | 62 | 12 | 110 | 62 | 12 | 110 |
Avg Bars in Winners | 72 | 14 | 141 | 72 | 14 | 141 |
Avg Bars in Losers | 49 | 9 | 80 | 49 | 9 | 80 |
Bars Traded | 5283 | 533 | 4750 | 5283 | 533 | 4750 |
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 | -28282 | 478908 | -581179 | -580017 | -331451 | -581179 |
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{ "first_band": { "type": "pwma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 52, "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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