Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1457342.826 | 1381381.4467 | 75961.3792 | 3722136.0023 | 6122023.7701 | -2399887.7678 |
Total P&L (%) | 1457.3428 | 1381.3814 | 75.9614 | 3722.136 | 6122.0238 | -2399.8878 |
Avg Daily Profit (%) | 0.7977 | 0.7561 | 0.0416 | 0.1996 | 0.2263 | 0 |
Buy And Hold Return (%) | 833.2918 | 833.2918 | 833.2918 | 833.2918 | 833.2918 | 833.2918 |
Max Trade Drawdown | -113071 | -87873 | -90000 | -4547643 | -2971074 | -3096349 |
Profit Factor | 3.7416 | 6.2214 | 1.2845 | 1.2576 | 1.8703 | 0.6762 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 32 | 19 | 13 | 32 | 19 | 13 |
Profitability (%) | 49.2063 | 38.7097 | 59.375 | 49.2063 | 38.7097 | 59.375 |
Ratio Avg Win / Avg Loss | 3.8623 | 9.8505 | 0.8789 | 1.2982 | 2.9612 | 0.4627 |
Largest Winning Trade | 590198 | 590198 | 66244 | 4874873 | 4874873 | 838811 |
Largest Losing Trade | -59914 | -31255 | -59914 | -2304230 | -1443663 | -2304230 |
Avg Bars in Trades | 82 | 112 | 54 | 82 | 112 | 54 |
Avg Bars in Winners | 106 | 177 | 60 | 106 | 177 | 60 |
Avg Bars in Losers | 60 | 70 | 45 | 60 | 70 | 45 |
Bars Traded | 5220 | 3475 | 1745 | 5220 | 3475 | 1745 |
Profit Streak | 0 | 196.2992 | 0 | 0 | 196.2992 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139853 | 326803 | -303642 | -145256 | 314722 | -579595 |
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{ "first_band": { "type": "pwma", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 221, "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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