Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197157.3204 | 1202905.4048 | -5748.0844 | 754031.0853 | 2214176.7944 | -1460145.7091 |
Total P&L (%) | 1197.1573 | 1202.9054 | -5.7481 | 754.0311 | 2214.1768 | -1460.1457 |
Avg Daily Profit (%) | 0.6589 | 0.662 | -0.0032 | 0.1181 | 0.1731 | 0 |
Buy And Hold Return (%) | 641.8074 | 641.8074 | 641.8074 | 641.8074 | 641.8074 | 641.8074 |
Max Trade Drawdown | -200912 | -164183 | -98891 | -6805743 | -5460146 | -2633102 |
Profit Factor | 3.1075 | 5.185 | 0.9795 | 1.0574 | 1.3247 | 0.7691 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Profitability (%) | 38.8889 | 41.6667 | 36.1111 | 38.8889 | 41.6667 | 36.1111 |
Ratio Avg Win / Avg Loss | 4.8832 | 7.259 | 1.733 | 1.6616 | 1.8546 | 1.3607 |
Largest Winning Trade | 707856 | 707856 | 64564 | 4831513 | 4831513 | 1786149 |
Largest Losing Trade | -40039 | -35399 | -40039 | -1782443 | -1221238 | -1782443 |
Avg Bars in Trades | 72 | 75 | 68 | 72 | 75 | 68 |
Avg Bars in Winners | 92 | 109 | 73 | 92 | 109 | 73 |
Avg Bars in Losers | 59 | 52 | 65 | 59 | 52 | 65 |
Bars Traded | 5196 | 2735 | 2461 | 5196 | 2735 | 2461 |
Profit Streak | 55.817 | 90.4836 | 55.817 | 55.817 | 90.4836 | 55.817 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77006 | 342212 | -582841 | -389708 | 135287 | -583952 |
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{ "first_band": { "type": "pwma", "factors": { "length": 217, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 118, "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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