Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 556352.3644 | 356972.8086 | 199379.5558 | 409494.304 | 3292.8406 | 406201.4634 |
Total P&L (%) | 556.3524 | 356.9728 | 199.3796 | 409.4943 | 3.2928 | 406.2015 |
Avg Daily Profit (%) | 0.3082 | 0.1978 | 0.1105 | 0.0902 | 0.0018 | 0.0899 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129932 | -162685 | -40796 | -509614 | -536143 | -217523 |
Profit Factor | 1.6551 | 1.6442 | 1.6756 | 1.128 | 1.0016 | 1.3448 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 81 | 34 | 47 | 81 | 34 | 47 |
Losing Trades | 105 | 59 | 46 | 105 | 59 | 46 |
Profitability (%) | 43.5484 | 36.5591 | 50.5376 | 43.5484 | 36.5591 | 50.5376 |
Ratio Avg Win / Avg Loss | 2.1455 | 2.8532 | 1.6399 | 1.4623 | 1.7381 | 1.3162 |
Largest Winning Trade | 303316 | 303316 | 44098 | 384349 | 384349 | 149715 |
Largest Losing Trade | -30452 | -30452 | -20205 | -130468 | -130468 | -126509 |
Avg Bars in Trades | 57 | 70 | 43 | 57 | 70 | 43 |
Avg Bars in Winners | 71 | 97 | 53 | 71 | 97 | 53 |
Avg Bars in Losers | 45 | 55 | 33 | 45 | 55 | 33 |
Bars Traded | 10638 | 6578 | 4060 | 10638 | 6578 | 4060 |
Profit Streak | 0 | 0 | 86.3537 | 0 | 0 | 86.3537 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380249 | 186582 | -41180 | -153688 | -579346 | -71425 |
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{ "first_band": { "type": "pwma", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "offset": 0 } } }
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# | 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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