Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143078.959 | 245001.5018 | -101922.5428 | -88901.3411 | 4005.5177 | -92906.8588 |
Total P&L (%) | 143.079 | 245.0015 | -101.9225 | -88.9013 | 4.0055 | -92.9069 |
Avg Daily Profit (%) | 0.1013 | 0.1735 | -0.0722 | -0.1555 | 0.0028 | -0.1872 |
Buy And Hold Return (%) | 74.3948 | 74.3948 | 74.3948 | 74.3948 | 74.3948 | 74.3948 |
Max Trade Drawdown | -164562 | -100252 | -169417 | -157257 | -88837 | -110457 |
Profit Factor | 1.1953 | 1.9005 | 0.7787 | 0.8362 | 1.0209 | 0.7351 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 53.4884 | 53.4884 | 53.4884 | 53.4884 | 53.4884 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.0394 | 1.6526 | 0.6771 | 0.7272 | 0.8877 | 0.6392 |
Largest Winning Trade | 181100 | 181100 | 42405 | 36376 | 35372 | 36376 |
Largest Losing Trade | -81559 | -27676 | -81559 | -62422 | -31512 | -62422 |
Avg Bars in Trades | 31 | 32 | 29 | 31 | 32 | 29 |
Avg Bars in Winners | 31 | 32 | 29 | 31 | 32 | 29 |
Avg Bars in Losers | 30 | 33 | 28 | 30 | 33 | 28 |
Bars Traded | 2669 | 1413 | 1256 | 2669 | 1413 | 1256 |
Profit Streak | 0 | 0 | 592.0216 | 0 | 0 | 592.0216 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -70178 | 311578 | -578630 | -580096 | -553633 | -578630 |
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{ "first_band": { "type": "pwma", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 85, "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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