Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2711156.1852 | 2641007.5549 | 70148.6303 | 37163214.2797 | 38479097.8771 | -1315883.5974 |
Total P&L (%) | 2711.1562 | 2641.0076 | 70.1486 | 37163.2143 | 38479.0979 | -1315.8836 |
Avg Daily Profit (%) | 1.1952 | 1.1643 | 0.0309 | 0.2614 | 0.2629 | 0 |
Buy And Hold Return (%) | 10742.7909 | 10742.7909 | 10742.7909 | 10742.7909 | 10742.7909 | 10742.7909 |
Max Trade Drawdown | -70220 | -52070 | -69032 | -19645413 | -13444555 | -21726192 |
Profit Factor | 8.1951 | 14.2995 | 1.3936 | 1.4786 | 1.9128 | 0.9629 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Profitability (%) | 54.8387 | 58.0645 | 51.6129 | 54.8387 | 58.0645 | 51.6129 |
Ratio Avg Win / Avg Loss | 6.7489 | 10.3274 | 1.3065 | 1.2176 | 1.3815 | 0.9028 |
Largest Winning Trade | 1889063 | 1889063 | 53580 | 23640320 | 23640320 | 6571789 |
Largest Losing Trade | -32356 | -32105 | -32356 | -9958943 | -9958943 | -7962047 |
Avg Bars in Trades | 103 | 105 | 101 | 103 | 105 | 101 |
Avg Bars in Winners | 137 | 135 | 138 | 137 | 135 | 138 |
Avg Bars in Losers | 63 | 64 | 62 | 63 | 64 | 62 |
Bars Traded | 6432 | 3277 | 3155 | 6432 | 3277 | 3155 |
Profit Streak | 228.5177 | 228.5177 | 242.5177 | 228.5177 | 228.5177 | 242.5177 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -300208 | -141788 | -315172 | -149434 | 377316 | -579255 |
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{ "first_band": { "type": "pwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 62, "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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