Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 249542.8105 | 5066.6506 | 244476.1599 | 124995.9404 | -79579.7576 | 204575.698 |
Total P&L (%) | 249.5428 | 5.0667 | 244.4762 | 124.9959 | -79.5798 | 204.5757 |
Avg Daily Profit (%) | 0.1631 | 0.0033 | 0.1598 | 0.053 | -0.1038 | 0.0728 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92914 | -66439 | -61359 | -384266 | -246401 | -274446 |
Profit Factor | 1.2129 | 1.0088 | 1.4097 | 1.0359 | 0.951 | 1.11 |
Total Trades | 446 | 223 | 223 | 446 | 223 | 223 |
Winning Trades | 220 | 100 | 120 | 220 | 100 | 120 |
Losing Trades | 226 | 123 | 103 | 226 | 123 | 103 |
Profitability (%) | 49.3274 | 44.843 | 53.8117 | 49.3274 | 44.843 | 53.8117 |
Ratio Avg Win / Avg Loss | 1.2459 | 1.2408 | 1.21 | 1.0641 | 1.1698 | 0.9528 |
Largest Winning Trade | 42435 | 37536 | 42435 | 103081 | 71136 | 103081 |
Largest Losing Trade | -37004 | -26774 | -37004 | -156547 | -76148 | -156547 |
Avg Bars in Trades | 20 | 16 | 23 | 20 | 16 | 23 |
Avg Bars in Winners | 20 | 15 | 24 | 20 | 15 | 24 |
Avg Bars in Losers | 19 | 16 | 23 | 19 | 16 | 23 |
Bars Traded | 8987 | 3651 | 5336 | 8987 | 3651 | 5336 |
Profit Streak | 0 | 0 | 20.3444 | 0 | 0 | 20.3444 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331350 | -566130 | 358900 | -300839 | -580227 | -194943 |
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{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 42 } } }
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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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