Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1334199.1899 | 1311863.6777 | 22335.5123 | 1191607.0275 | 1049506.0728 | 142100.9547 |
Total P&L (%) | 1334.1992 | 1311.8637 | 22.3355 | 1191.607 | 1049.5061 | 142.101 |
Avg Daily Profit (%) | 0.7362 | 0.7239 | 0.0123 | 0.1413 | 0.1348 | 0.0488 |
Buy And Hold Return (%) | 625.5678 | 625.5678 | 625.5678 | 625.5678 | 625.5678 | 625.5678 |
Max Trade Drawdown | -130790 | -80382 | -62865 | -4712197 | -3243186 | -2040506 |
Profit Factor | 3.1741 | 4.9749 | 1.0787 | 1.1068 | 1.166 | 1.0294 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 43.1579 | 38.2979 | 47.9167 | 43.1579 | 38.2979 | 47.9167 |
Ratio Avg Win / Avg Loss | 4.1805 | 8.0151 | 1.1725 | 1.4577 | 1.8786 | 1.1189 |
Largest Winning Trade | 813113 | 813113 | 73276 | 2251444 | 2251444 | 980488 |
Largest Losing Trade | -37413 | -35795 | -37413 | -1249364 | -1249364 | -1003455 |
Avg Bars in Trades | 71 | 106 | 37 | 71 | 106 | 37 |
Avg Bars in Winners | 94 | 155 | 47 | 94 | 155 | 47 |
Avg Bars in Losers | 53 | 76 | 27 | 53 | 76 | 27 |
Bars Traded | 6798 | 5019 | 1779 | 6798 | 5019 | 1779 |
Profit Streak | 0 | 86.273 | 0 | 0 | 86.273 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 369919 | 364997 | -476779 | -117020 | -62333 | -482458 |
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{ "first_band": { "type": "pwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 61, "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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