Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531637.715 | 470338.7932 | 61298.9218 | 1408338.7857 | 1520285.3929 | -111946.6073 |
Total P&L (%) | 531.6377 | 470.3388 | 61.2989 | 1408.3388 | 1520.2854 | -111.9466 |
Avg Daily Profit (%) | 0.3764 | 0.333 | 0.0434 | 0.1923 | 0.1974 | 0 |
Buy And Hold Return (%) | 95.1243 | 95.1243 | 95.1243 | 95.1243 | 95.1243 | 95.1243 |
Max Trade Drawdown | -75269 | -62249 | -55772 | -934256 | -511412 | -678026 |
Profit Factor | 1.8613 | 2.536 | 1.1971 | 1.3256 | 1.7078 | 0.9486 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Losing Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Profitability (%) | 55.4622 | 58.3333 | 52.5424 | 55.4622 | 58.3333 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.4947 | 1.8114 | 1.0812 | 1.0645 | 1.2199 | 0.8568 |
Largest Winning Trade | 110866 | 110866 | 61685 | 1060405 | 1060405 | 551823 |
Largest Losing Trade | -41341 | -41341 | -40304 | -392390 | -354435 | -392390 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 23 | 20 | 26 | 23 | 20 | 26 |
Avg Bars in Losers | 21 | 17 | 24 | 21 | 17 | 24 |
Bars Traded | 2664 | 1157 | 1507 | 2664 | 1157 | 1507 |
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 | 443797 | -155612 | -480527 | 342507 | -157681 | -756851 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 17, "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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