Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 219102.4638 | 275986.2938 | -56883.83 | -78447.1296 | 128097.8439 | -206544.9735 |
Total P&L (%) | 219.1025 | 275.9863 | -56.8838 | -78.4471 | 128.0978 | -206.545 |
Avg Daily Profit (%) | 0.1232 | 0.1551 | -0.032 | -0.0862 | 0.0464 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -218068 | -90720 | -177174 | -203498 | -28459 | -188786 |
Profit Factor | 1.216 | 1.6424 | 0.9027 | 0.8309 | 2.0113 | 0.3874 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 99 | 53 | 46 | 99 | 53 | 46 |
Profitability (%) | 50 | 46.4646 | 53.5354 | 50 | 46.4646 | 53.5354 |
Ratio Avg Win / Avg Loss | 1.216 | 1.8923 | 0.7835 | 0.8309 | 2.3174 | 0.3362 |
Largest Winning Trade | 83606 | 83606 | 80278 | 60292 | 60292 | 33873 |
Largest Losing Trade | -70790 | -39430 | -70790 | -146834 | -23889 | -146834 |
Avg Bars in Trades | 52 | 43 | 61 | 52 | 43 | 61 |
Avg Bars in Winners | 65 | 52 | 76 | 65 | 52 | 76 |
Avg Bars in Losers | 39 | 34 | 45 | 39 | 34 | 45 |
Bars Traded | 10400 | 4269 | 6131 | 10400 | 4269 | 6131 |
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 | -27985 | 312575 | -580609 | -579741 | -128832 | -580609 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 23, "offset": 0 } } }
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# | 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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