Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139854.8567 | 1207697.7782 | -67842.9214 | 203127.8797 | 2105488.6447 | -1902360.7651 |
Total P&L (%) | 1139.8549 | 1207.6978 | -67.8429 | 203.1279 | 2105.4886 | -1902.3608 |
Avg Daily Profit (%) | 0.6268 | 0.6641 | -0.0373 | 0.061 | 0.1702 | 0 |
Buy And Hold Return (%) | 790.0459 | 790.0459 | 790.0459 | 790.0459 | 790.0459 | 790.0459 |
Max Trade Drawdown | -168138 | -85214 | -98759 | -2259116 | -1203764 | -2241835 |
Profit Factor | 2.6565 | 4.7431 | 0.8144 | 1.0291 | 1.6557 | 0.4964 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 48 | 48.6486 | 47.3684 | 48 | 48.6486 | 47.3684 |
Ratio Avg Win / Avg Loss | 2.8779 | 5.0066 | 0.9048 | 1.1148 | 1.7477 | 0.5516 |
Largest Winning Trade | 591549 | 591549 | 74369 | 1853042 | 1853042 | 411748 |
Largest Losing Trade | -56661 | -34944 | -56661 | -1259744 | -557756 | -1259744 |
Avg Bars in Trades | 68 | 88 | 49 | 68 | 88 | 49 |
Avg Bars in Winners | 87 | 118 | 57 | 87 | 118 | 57 |
Avg Bars in Losers | 50 | 60 | 41 | 50 | 60 | 41 |
Bars Traded | 5155 | 3285 | 1870 | 5155 | 3285 | 1870 |
Profit Streak | 0 | 87.6365 | 0 | 0 | 87.6365 | 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 | -73329 | 346234 | -581788 | -527866 | 271751 | -581788 |
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{ "first_band": { "type": "pwma", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "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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