Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 781475.1548 | 698245.2547 | 83229.9001 | 377012.3262 | 256885.2962 | 120127.03 |
Total P&L (%) | 781.4752 | 698.2453 | 83.2299 | 377.0123 | 256.8853 | 120.127 |
Avg Daily Profit (%) | 0.4882 | 0.4362 | 0.052 | 0.0977 | 0.0795 | 0.0493 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132142 | -108629 | -104512 | -1535809 | -1118048 | -542197 |
Profit Factor | 2.0462 | 3.2027 | 1.1936 | 1.0854 | 1.1247 | 1.0511 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 47.8261 | 45.6522 | 50 | 47.8261 | 45.6522 | 50 |
Ratio Avg Win / Avg Loss | 2.2322 | 3.8127 | 1.1936 | 1.1841 | 1.3389 | 1.0511 |
Largest Winning Trade | 412624 | 412624 | 57023 | 621840 | 447342 | 621840 |
Largest Losing Trade | -59795 | -32555 | -59795 | -324597 | -272550 | -324597 |
Avg Bars in Trades | 49 | 56 | 42 | 49 | 56 | 42 |
Avg Bars in Winners | 58 | 59 | 57 | 58 | 59 | 57 |
Avg Bars in Losers | 41 | 53 | 28 | 41 | 53 | 28 |
Bars Traded | 4553 | 2580 | 1973 | 4553 | 2580 | 1973 |
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 | 496459 | 524183 | -130998 | -189750 | -171797 | -291346 |
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{ "first_band": { "type": "pwma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "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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