Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189245.4242 | 143047.4977 | 46197.9264 | 211317.9906 | 246071.9962 | -34754.0056 |
Total P&L (%) | 189.2454 | 143.0475 | 46.1979 | 211.318 | 246.072 | -34.754 |
Avg Daily Profit (%) | 0.3634 | 0.2747 | 0.0887 | 0.2183 | 0.2386 | -0.082 |
Buy And Hold Return (%) | 29.0096 | 29.0096 | 29.0096 | 29.0096 | 29.0096 | 29.0096 |
Max Trade Drawdown | -97551 | -82198 | -45785 | -377520 | -272787 | -186477 |
Profit Factor | 1.1748 | 1.272 | 1.083 | 1.0743 | 1.1792 | 0.9764 |
Total Trades | 858 | 429 | 429 | 858 | 429 | 429 |
Winning Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Losing Trades | 451 | 225 | 226 | 451 | 225 | 226 |
Profitability (%) | 47.4359 | 47.5524 | 47.3193 | 47.4359 | 47.5524 | 47.3193 |
Ratio Avg Win / Avg Loss | 1.3018 | 1.4029 | 1.2056 | 1.1904 | 1.3006 | 1.087 |
Largest Winning Trade | 36647 | 36647 | 29990 | 112473 | 112473 | 94589 |
Largest Losing Trade | -16901 | -13899 | -16901 | -71341 | -43200 | -71341 |
Avg Bars in Trades | 28 | 29 | 28 | 28 | 29 | 28 |
Avg Bars in Winners | 29 | 31 | 27 | 29 | 31 | 27 |
Avg Bars in Losers | 28 | 28 | 28 | 28 | 28 | 28 |
Bars Traded | 24860 | 12786 | 12074 | 24860 | 12786 | 12074 |
Profit Streak | 0 | 4.471 | 0 | 0 | 4.471 | 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 | -15991 | 300143 | -213072 | -127426 | -13878 | -578758 |
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{ "first_band": { "type": "midprice", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 28, "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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