Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 508640.8494 | 334982.3121 | 173658.5372 | 241237.1518 | -503795.139 | 745032.2908 |
Total P&L (%) | 508.6408 | 334.9823 | 173.6585 | 241.2372 | -503.7951 | 745.0323 |
Avg Daily Profit (%) | 0.2813 | 0.1852 | 0.096 | 0.0679 | 0 | 0.1181 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139728 | -129636 | -87470 | -1592990 | -1176008 | -918655 |
Profit Factor | 1.6652 | 1.6963 | 1.6125 | 1.0405 | 0.8713 | 1.3657 |
Total Trades | 144 | 72 | 72 | 144 | 72 | 72 |
Winning Trades | 61 | 25 | 36 | 61 | 25 | 36 |
Losing Trades | 83 | 47 | 36 | 83 | 47 | 36 |
Profitability (%) | 42.3611 | 34.7222 | 50 | 42.3611 | 34.7222 | 50 |
Ratio Avg Win / Avg Loss | 2.2658 | 3.1891 | 1.6125 | 1.4158 | 1.6381 | 1.3657 |
Largest Winning Trade | 330220 | 330220 | 44311 | 737115 | 737115 | 333287 |
Largest Losing Trade | -34255 | -34255 | -28368 | -436353 | -251108 | -436353 |
Avg Bars in Trades | 36 | 42 | 30 | 36 | 42 | 30 |
Avg Bars in Winners | 46 | 58 | 38 | 46 | 58 | 38 |
Avg Bars in Losers | 28 | 33 | 22 | 28 | 33 | 22 |
Bars Traded | 5215 | 3039 | 2176 | 5215 | 3039 | 2176 |
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 | 334693 | -74690 | -141168 | -280814 | -663399 | -113909 |
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{ "first_band": { "type": "pwma", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 86, "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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