Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1390748.395 | 1365735.7307 | 25012.6643 | 15880.5231 | -145674.2776 | 161554.8007 |
Total P&L (%) | 1390.7484 | 1365.7357 | 25.0127 | 15.8805 | -145.6743 | 161.5548 |
Avg Daily Profit (%) | 0.5884 | 0.5778 | 0.0106 | 0.0062 | 0 | 0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138679 | -142115 | -116742 | -657400 | -689240 | -262248 |
Profit Factor | 2.8044 | 4.5281 | 1.0652 | 1.0072 | 0.8895 | 1.1826 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 42.1569 | 39.2157 | 45.098 | 42.1569 | 39.2157 | 45.098 |
Ratio Avg Win / Avg Loss | 3.8479 | 7.0186 | 1.2968 | 1.382 | 1.3787 | 1.4397 |
Largest Winning Trade | 1442025 | 1442025 | 64282 | 471838 | 471838 | 235007 |
Largest Losing Trade | -41837 | -37430 | -41837 | -243268 | -243268 | -116580 |
Avg Bars in Trades | 89 | 86 | 92 | 89 | 86 | 92 |
Avg Bars in Winners | 137 | 129 | 144 | 137 | 129 | 144 |
Avg Bars in Losers | 54 | 59 | 50 | 54 | 59 | 50 |
Bars Traded | 9153 | 4421 | 4732 | 9153 | 4421 | 4732 |
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 | 501518 | -165533 | -513024 | -409503 | -763360 | -340184 |
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{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 107, "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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