Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 709066.8033 | 646397.3677 | 62669.4355 | 290143.1339 | 551460.9163 | -261317.7825 |
Total P&L (%) | 709.0668 | 646.3974 | 62.6694 | 290.1431 | 551.4609 | -261.3178 |
Avg Daily Profit (%) | 0.3891 | 0.3547 | 0.0344 | 0.0747 | 0.1029 | 0 |
Buy And Hold Return (%) | 247.2023 | 247.2023 | 247.2023 | 247.2023 | 247.2023 | 247.2023 |
Max Trade Drawdown | -84014 | -50345 | -68879 | -1041054 | -480964 | -652809 |
Profit Factor | 2.5861 | 3.4174 | 1.3489 | 1.1094 | 1.4282 | 0.8085 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Profitability (%) | 48.2759 | 41.3793 | 55.1724 | 48.2759 | 41.3793 | 55.1724 |
Ratio Avg Win / Avg Loss | 2.7709 | 4.8412 | 1.096 | 1.1886 | 2.0232 | 0.6569 |
Largest Winning Trade | 498745 | 498745 | 60758 | 1019074 | 1019074 | 255921 |
Largest Losing Trade | -47547 | -46895 | -47547 | -493480 | -338664 | -493480 |
Avg Bars in Trades | 55 | 70 | 41 | 55 | 70 | 41 |
Avg Bars in Winners | 63 | 86 | 47 | 63 | 86 | 47 |
Avg Bars in Losers | 48 | 58 | 34 | 48 | 58 | 34 |
Bars Traded | 3241 | 2035 | 1206 | 3241 | 2035 | 1206 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168813 | 325229 | -311736 | -485283 | -61994 | -580162 |
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{ "first_band": { "type": "pwma", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 182, "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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