Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586944.0443 | 415951.953 | 170992.0913 | 573877.8865 | 43755.4301 | 530122.4564 |
Total P&L (%) | 586.944 | 415.952 | 170.9921 | 573.8779 | 43.7554 | 530.1225 |
Avg Daily Profit (%) | 0.3085 | 0.2187 | 0.0899 | 0.1003 | 0.0191 | 0.0968 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156973 | -113363 | -184029 | -1228596 | -1059330 | -848569 |
Profit Factor | 1.3092 | 1.5087 | 1.1582 | 1.0588 | 1.0102 | 1.0971 |
Total Trades | 627 | 314 | 313 | 627 | 314 | 313 |
Winning Trades | 336 | 160 | 176 | 336 | 160 | 176 |
Losing Trades | 291 | 154 | 137 | 291 | 154 | 137 |
Profitability (%) | 53.5885 | 50.9554 | 56.23 | 53.5885 | 50.9554 | 56.23 |
Ratio Avg Win / Avg Loss | 1.1339 | 1.4521 | 0.9016 | 0.917 | 0.9723 | 0.854 |
Largest Winning Trade | 202174 | 202174 | 41073 | 291926 | 262935 | 291926 |
Largest Losing Trade | -54695 | -26044 | -54695 | -442912 | -387056 | -442912 |
Avg Bars in Trades | 8 | 6 | 11 | 8 | 6 | 11 |
Avg Bars in Winners | 9 | 6 | 12 | 9 | 6 | 12 |
Avg Bars in Losers | 8 | 6 | 10 | 8 | 6 | 10 |
Bars Traded | 5638 | 2028 | 3610 | 5638 | 2028 | 3610 |
Profit Streak | 0 | 0 | 491.0216 | 0 | 0 | 491.0216 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 472466 | 382602 | -117969 | -212148 | -378789 | -175549 |
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{ "first_band": { "type": "pwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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