Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1428859.8299 | 1375608.6699 | 53251.16 | 2233539.9394 | 3770265.309 | -1536725.3696 |
Total P&L (%) | 1428.8598 | 1375.6087 | 53.2512 | 2233.5399 | 3770.2653 | -1536.7254 |
Avg Daily Profit (%) | 0.7847 | 0.7554 | 0.0292 | 0.1731 | 0.201 | 0 |
Buy And Hold Return (%) | 724.3747 | 724.3747 | 724.3747 | 724.3747 | 724.3747 | 724.3747 |
Max Trade Drawdown | -154750 | -113910 | -103550 | -3042448 | -1549620 | -2171458 |
Profit Factor | 3.3427 | 5.2364 | 1.1867 | 1.2608 | 1.9118 | 0.6531 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 46.9697 | 39.3939 | 54.5455 | 46.9697 | 39.3939 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.774 | 8.056 | 0.9889 | 1.4235 | 2.9412 | 0.5442 |
Largest Winning Trade | 590198 | 590198 | 64402 | 2749642 | 2749642 | 572280 |
Largest Losing Trade | -53772 | -34077 | -53772 | -1690639 | -915193 | -1690639 |
Avg Bars in Trades | 79 | 104 | 53 | 79 | 104 | 53 |
Avg Bars in Winners | 97 | 148 | 61 | 97 | 148 | 61 |
Avg Bars in Losers | 62 | 76 | 43 | 62 | 76 | 43 |
Bars Traded | 5218 | 3455 | 1763 | 5218 | 3455 | 1763 |
Profit Streak | 0 | 190.2296 | 0 | 0 | 190.2296 | 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 | -117601 | 374417 | -335843 | -125340 | 276789 | -580213 |
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{ "first_band": { "type": "pwma", "factors": { "length": 221, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "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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