Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758554.639 | 674231.4076 | 84323.2314 | 5168307.4782 | 6014571.2546 | -846263.7763 |
Total P&L (%) | 758.5546 | 674.2314 | 84.3232 | 5168.3075 | 6014.5713 | -846.2638 |
Avg Daily Profit (%) | 0.3034 | 0.2697 | 0.0337 | 0.1587 | 0.1646 | 0 |
Buy And Hold Return (%) | 774.1738 | 774.1738 | 774.1738 | 774.1738 | 774.1738 | 774.1738 |
Max Trade Drawdown | -80184 | -77415 | -72676 | -2508198 | -1000222 | -2838742 |
Profit Factor | 2.2566 | 3.0591 | 1.3053 | 1.6655 | 2.6858 | 0.7984 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 55.4688 | 59.375 | 51.5625 | 55.4688 | 59.375 | 51.5625 |
Ratio Avg Win / Avg Loss | 1.8117 | 2.0931 | 1.2262 | 1.3371 | 1.8377 | 0.7501 |
Largest Winning Trade | 157102 | 157102 | 38960 | 3074006 | 3074006 | 785220 |
Largest Losing Trade | -54015 | -54015 | -41104 | -1837417 | -587278 | -1837417 |
Avg Bars in Trades | 74 | 87 | 61 | 74 | 87 | 61 |
Avg Bars in Winners | 84 | 86 | 82 | 84 | 86 | 82 |
Avg Bars in Losers | 61 | 87 | 38 | 61 | 87 | 38 |
Bars Traded | 9492 | 5580 | 3912 | 9492 | 5580 | 3912 |
Profit Streak | 106.2771 | 173.7771 | 106.2771 | 106.2771 | 173.7771 | 106.2771 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150158 | -287910 | -451916 | 428932 | -123750 | -719194 |
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{ "first_band": { "type": "pwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 240, "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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