Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174583.9966 | 970499.3658 | 204084.6308 | 64870145.7174 | 45476502.3107 | 19393643.4067 |
Total P&L (%) | 1174.584 | 970.4994 | 204.0846 | 64870.1457 | 45476.5023 | 19393.6434 |
Avg Daily Profit (%) | 0.6462 | 0.5339 | 0.1123 | 0.3569 | 0.3374 | 0.2905 |
Buy And Hold Return (%) | 619.6596 | 619.6596 | 619.6596 | 619.6596 | 619.6596 | 619.6596 |
Max Trade Drawdown | -94499 | -46078 | -61562 | -43247143 | -20386512 | -22860630 |
Profit Factor | 3.057 | 4.8239 | 1.6433 | 1.4719 | 1.7994 | 1.2406 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Losing Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Profitability (%) | 51.4925 | 50.7463 | 52.2388 | 51.4925 | 50.7463 | 52.2388 |
Ratio Avg Win / Avg Loss | 2.8797 | 4.682 | 1.5025 | 1.3865 | 1.7465 | 1.1343 |
Largest Winning Trade | 274877 | 274877 | 71090 | 18985742 | 18985742 | 17925304 |
Largest Losing Trade | -23996 | -20598 | -23996 | -15119644 | -6932160 | -15119644 |
Avg Bars in Trades | 40 | 39 | 40 | 40 | 39 | 40 |
Avg Bars in Winners | 53 | 50 | 57 | 53 | 50 | 57 |
Avg Bars in Losers | 25 | 27 | 22 | 25 | 27 | 22 |
Bars Traded | 5360 | 2620 | 2740 | 5360 | 2620 | 2740 |
Profit Streak | 21.2515 | 86.5849 | 21.2515 | 21.2515 | 86.5849 | 21.2515 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438003 | -106399 | -321105 | 452661 | -102551 | -106805 |
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{ "first_band": { "type": "pwma", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "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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