Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1996912.7009 | 1872280.6037 | 124632.0972 | 148719872.225 | 100582466.7205 | 48137405.5044 |
Total P&L (%) | 1996.9127 | 1872.2806 | 124.6321 | 148719.8722 | 100582.4667 | 48137.4055 |
Avg Daily Profit (%) | 0.881 | 0.826 | 0.055 | 0.3228 | 0.3055 | 0.273 |
Buy And Hold Return (%) | 11805.5922 | 11805.5922 | 11805.5922 | 11805.5922 | 11805.5922 | 11805.5922 |
Max Trade Drawdown | -90313 | -71973 | -74153 | -25658059 | -20858645 | -25658059 |
Profit Factor | 4.9882 | 7.2675 | 1.6171 | 2.7667 | 3.1272 | 2.3046 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 50.4673 | 49.0566 | 51.8519 | 50.4673 | 49.0566 | 51.8519 |
Ratio Avg Win / Avg Loss | 4.8958 | 7.547 | 1.5016 | 2.7154 | 3.2475 | 2.14 |
Largest Winning Trade | 1010989 | 1010989 | 38873 | 45472820 | 45472820 | 28064979 |
Largest Losing Trade | -27466 | -27466 | -23161 | -25658059 | -14775215 | -25658059 |
Avg Bars in Trades | 61 | 82 | 41 | 61 | 82 | 41 |
Avg Bars in Winners | 76 | 102 | 51 | 76 | 102 | 51 |
Avg Bars in Losers | 47 | 62 | 31 | 47 | 62 | 31 |
Bars Traded | 6618 | 4361 | 2257 | 6618 | 4361 | 2257 |
Profit Streak | 0 | 103.9377 | 0 | 0 | 103.9377 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144410 | -323525 | -462024 | 529643 | -164549 | -168919 |
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{ "first_band": { "type": "pwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 150, "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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