Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533590.9748 | 498402.6723 | 35188.3025 | 199307.8841 | -261395.9933 | 460703.8774 |
Total P&L (%) | 533.591 | 498.4027 | 35.1883 | 199.3079 | -261.396 | 460.7039 |
Avg Daily Profit (%) | 0.2877 | 0.2687 | 0.019 | 0.0591 | 0 | 0.093 |
Buy And Hold Return (%) | 36.2409 | 36.2409 | 36.2409 | 36.2409 | 36.2409 | 36.2409 |
Max Trade Drawdown | -126727 | -96276 | -129965 | -1320197 | -1006051 | -872215 |
Profit Factor | 1.6093 | 2.1767 | 1.0778 | 1.0381 | 0.9055 | 1.1865 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 41.1765 | 38.961 | 43.4211 | 41.1765 | 38.961 | 43.4211 |
Ratio Avg Win / Avg Loss | 2.299 | 3.4102 | 1.4044 | 1.4829 | 1.4187 | 1.546 |
Largest Winning Trade | 296480 | 296480 | 43035 | 419429 | 419429 | 334769 |
Largest Losing Trade | -46835 | -31416 | -46835 | -431435 | -213787 | -431435 |
Avg Bars in Trades | 23 | 23 | 24 | 23 | 23 | 24 |
Avg Bars in Winners | 35 | 34 | 36 | 35 | 34 | 36 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 3631 | 1800 | 1831 | 3631 | 1800 | 1831 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341326 | -33623 | -519964 | -296005 | -625084 | -134858 |
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{ "first_band": { "type": "pwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 18, "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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