Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1022603.0874 | 1143468.9286 | -120865.8411 | -108357.275 | 1805846.5506 | -1914203.8256 |
Total P&L (%) | 1022.6031 | 1143.4689 | -120.8658 | -108.3573 | 1805.8466 | -1914.2038 |
Avg Daily Profit (%) | 0.5694 | 0.6367 | -0.0673 | 0 | 0.1643 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -417894 | -274273 | -145002 | -1929834 | -83894 | -1972203 |
Profit Factor | 2.3057 | 3.3856 | 0.6023 | 0.9534 | 9.1899 | 0.0901 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 23 | 10 | 13 | 45 | 24 | 21 |
Losing Trades | 44 | 23 | 21 | 22 | 9 | 13 |
Profitability (%) | 34.3284 | 30.303 | 38.2353 | 67.1642 | 72.7273 | 61.7647 |
Ratio Avg Win / Avg Loss | 4.4108 | 7.7868 | 0.9729 | 0.4661 | 3.4462 | 0.0558 |
Largest Winning Trade | 1447644 | 1447644 | 48033 | 1108386 | 1108386 | 48164 |
Largest Losing Trade | -145002 | -52317 | -145002 | -1718203 | -83894 | -1718203 |
Avg Bars in Trades | 48 | 72 | 25 | 48 | 72 | 25 |
Avg Bars in Winners | 54 | 78 | 36 | 48 | 72 | 21 |
Avg Bars in Losers | 44 | 69 | 18 | 47 | 70 | 31 |
Bars Traded | 3229 | 2377 | 852 | 3229 | 2377 | 852 |
Profit Streak | 0 | 0 | 0 | 10.8847 | 270.8847 | 10.8847 |
Trades During Streak | 0 | 0 | 0 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111787 | 380138 | -585092 | -698457 | 740748 | -578348 |
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{ "first_band": { "type": "pwma", "factors": { "length": 23, "offset": 78 } }, "second_band": { "type": "midpoint", "factors": { "length": 205, "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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