Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 213856.3612 | 42482.3281 | 171374.033 | 30934.3248 | -153619.0671 | 184553.3919 |
Total P&L (%) | 213.8564 | 42.4823 | 171.374 | 30.9343 | -153.6191 | 184.5534 |
Avg Daily Profit (%) | 0.208 | 0.0413 | 0.1667 | 0.0262 | 0 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148650 | -131115 | -83597 | -399542 | -375128 | -247124 |
Profit Factor | 1.1192 | 1.0436 | 1.2093 | 1.0074 | 0.933 | 1.0964 |
Total Trades | 929 | 465 | 464 | 929 | 465 | 464 |
Winning Trades | 506 | 248 | 258 | 506 | 248 | 258 |
Losing Trades | 423 | 217 | 206 | 423 | 217 | 206 |
Profitability (%) | 54.4672 | 53.3333 | 55.6034 | 54.4672 | 53.3333 | 55.6034 |
Ratio Avg Win / Avg Loss | 0.9356 | 0.9131 | 0.9656 | 0.8421 | 0.8164 | 0.8755 |
Largest Winning Trade | 30996 | 30996 | 21799 | 51925 | 50362 | 51925 |
Largest Losing Trade | -40810 | -30126 | -40810 | -102114 | -83306 | -102114 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 31 | 31 | 30 | 31 | 31 | 30 |
Bars Traded | 24540 | 12126 | 12414 | 24540 | 12126 | 12414 |
Profit Streak | 0 | 0 | 8.6379 | 0 | 0 | 8.6379 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77252 | -311405 | 330989 | -368854 | -578193 | -169216 |
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{ "first_band": { "type": "midprice", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 67, "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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