Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 227891.6268 | 172226.624 | 55665.0028 | 347320.0534 | 260558.0894 | 86761.964 |
Total P&L (%) | 227.8916 | 172.2266 | 55.665 | 347.3201 | 260.5581 | 86.762 |
Avg Daily Profit (%) | 0.4376 | 0.3307 | 0.1069 | 0.2881 | 0.2465 | 0.12 |
Buy And Hold Return (%) | 24.8267 | 24.8267 | 24.8267 | 24.8267 | 24.8267 | 24.8267 |
Max Trade Drawdown | -57591 | -52524 | -77528 | -116620 | -103330 | -123236 |
Profit Factor | 1.3773 | 1.592 | 1.1778 | 1.2837 | 1.4327 | 1.1395 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 146 | 75 | 71 | 146 | 75 | 71 |
Losing Trades | 187 | 92 | 95 | 187 | 92 | 95 |
Profitability (%) | 43.8438 | 44.9102 | 42.7711 | 43.8438 | 44.9102 | 42.7711 |
Ratio Avg Win / Avg Loss | 1.764 | 1.9528 | 1.5759 | 1.6442 | 1.7574 | 1.5247 |
Largest Winning Trade | 64816 | 64816 | 20048 | 78055 | 78055 | 64996 |
Largest Losing Trade | -18808 | -16280 | -18808 | -50869 | -50869 | -47851 |
Avg Bars in Trades | 73 | 74 | 73 | 73 | 74 | 73 |
Avg Bars in Winners | 96 | 92 | 100 | 96 | 92 | 100 |
Avg Bars in Losers | 56 | 59 | 53 | 56 | 59 | 53 |
Bars Traded | 24602 | 12399 | 12203 | 24602 | 12399 | 12203 |
Profit Streak | 3.2496 | 3.9371 | 0 | 3.2496 | 3.9371 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330633 | 346618 | -82517 | 264058 | 287188 | -104480 |
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{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "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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