Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400391.4593 | 352689.2154 | 47702.2439 | -170936.8197 | 164946.2081 | -335883.0278 |
Total P&L (%) | 400.3915 | 352.6892 | 47.7022 | -170.9368 | 164.9462 | -335.883 |
Avg Daily Profit (%) | 0.2127 | 0.1873 | 0.0253 | 0 | 0.0518 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146470 | -79753 | -204733 | -504402 | -66776 | -442876 |
Profit Factor | 1.5321 | 1.9304 | 1.1277 | 0.8019 | 1.6478 | 0.448 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 74 | 35 | 39 | 64 | 34 | 30 |
Losing Trades | 54 | 29 | 25 | 64 | 30 | 34 |
Profitability (%) | 57.8125 | 54.6875 | 60.9375 | 50 | 53.125 | 46.875 |
Ratio Avg Win / Avg Loss | 1.118 | 1.5995 | 0.7229 | 0.8019 | 1.4539 | 0.5077 |
Largest Winning Trade | 162062 | 162062 | 39383 | 115698 | 115698 | 45111 |
Largest Losing Trade | -110324 | -55340 | -110324 | -433786 | -38468 | -433786 |
Avg Bars in Trades | 56 | 56 | 57 | 56 | 56 | 57 |
Avg Bars in Winners | 50 | 48 | 51 | 57 | 61 | 52 |
Avg Bars in Losers | 66 | 65 | 66 | 56 | 50 | 61 |
Bars Traded | 7281 | 3594 | 3687 | 7281 | 3594 | 3687 |
Profit Streak | 27.8492 | 27.8492 | 169.0992 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433738 | -126853 | -378595 | -580438 | -260552 | -721173 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 64, "offset": 90 } } }
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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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