Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175108.0628 | -31760.6121 | 206868.675 | 147420.4644 | -57614.3239 | 205034.7883 |
Total P&L (%) | 175.1081 | -31.7606 | 206.8687 | 147.4205 | -57.6143 | 205.0348 |
Avg Daily Profit (%) | 0.1698 | -0.0308 | 0.2006 | 0.0879 | -0.0832 | 0.1082 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91343 | -101918 | -49191 | -135677 | -146514 | -81604 |
Profit Factor | 1.5826 | 0.8699 | 4.6605 | 1.3569 | 0.8182 | 3.1297 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 16 | 11 | 5 | 16 | 11 | 5 |
Profitability (%) | 78.9474 | 71.0526 | 86.8421 | 78.9474 | 71.0526 | 86.8421 |
Ratio Avg Win / Avg Loss | 0.422 | 0.3544 | 0.7061 | 0.3618 | 0.3333 | 0.4742 |
Largest Winning Trade | 24921 | 24921 | 22723 | 28438 | 27720 | 28438 |
Largest Losing Trade | -49002 | -49002 | -38666 | -85298 | -85298 | -61596 |
Avg Bars in Trades | 37 | 48 | 26 | 37 | 48 | 26 |
Avg Bars in Winners | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Losers | 117 | 138 | 71 | 117 | 138 | 71 |
Bars Traded | 2836 | 1833 | 1003 | 2836 | 1833 | 1003 |
Profit Streak | 86.1069 | 86.1069 | 281.7736 | 86.1069 | 86.1069 | 281.7736 |
Trades During Streak | 17 | 8 | 14 | 17 | 8 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40498 | -576451 | 677030 | -124838 | -576451 | -38884 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 162, "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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