Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1373270.0106 | 1342590.1062 | 30679.9043 | 1493173.9976 | 3662684.0625 | -2169510.0648 |
Total P&L (%) | 1373.27 | 1342.5901 | 30.6799 | 1493.174 | 3662.6841 | -2169.5101 |
Avg Daily Profit (%) | 0.7555 | 0.7386 | 0.0169 | 0.1524 | 0.1998 | 0 |
Buy And Hold Return (%) | 753.9899 | 753.9899 | 753.9899 | 753.9899 | 753.9899 | 753.9899 |
Max Trade Drawdown | -148668 | -104920 | -92899 | -3291729 | -1712816 | -2651321 |
Profit Factor | 3.2416 | 5.3092 | 1.1019 | 1.1592 | 1.8028 | 0.5495 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 48.3871 | 41.9355 | 54.8387 | 48.3871 | 41.9355 | 54.8387 |
Ratio Avg Win / Avg Loss | 3.4577 | 7.3512 | 0.9074 | 1.2365 | 2.4962 | 0.4525 |
Largest Winning Trade | 581524 | 581524 | 63888 | 2939068 | 2939068 | 634918 |
Largest Losing Trade | -59914 | -30435 | -59914 | -1382634 | -847071 | -1382634 |
Avg Bars in Trades | 84 | 111 | 56 | 84 | 111 | 56 |
Avg Bars in Winners | 96 | 145 | 58 | 96 | 145 | 58 |
Avg Bars in Losers | 72 | 86 | 55 | 72 | 86 | 55 |
Bars Traded | 5216 | 3450 | 1766 | 5216 | 3450 | 1766 |
Profit Streak | 0 | 203.0605 | 0 | 0 | 203.0605 | 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 | -148225 | 377863 | -445593 | -203906 | 294482 | -580190 |
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{ "first_band": { "type": "pwma", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 213, "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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