Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 923079.9117 | 857068.5885 | 66011.3232 | 659006.5359 | 812373.6731 | -153367.1372 |
Total P&L (%) | 923.0799 | 857.0686 | 66.0113 | 659.0065 | 812.3737 | -153.3671 |
Avg Daily Profit (%) | 0.498 | 0.4624 | 0.0356 | 0.1094 | 0.1194 | 0 |
Buy And Hold Return (%) | 85.149 | 85.149 | 85.149 | 85.149 | 85.149 | 85.149 |
Max Trade Drawdown | -87607 | -63980 | -93766 | -794747 | -554248 | -496422 |
Profit Factor | 2.3144 | 3.6499 | 1.1742 | 1.1935 | 1.4946 | 0.913 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 47.1264 | 44.186 | 50 | 47.1264 | 44.186 | 50 |
Ratio Avg Win / Avg Loss | 2.5966 | 4.6104 | 1.1742 | 1.339 | 1.8879 | 0.913 |
Largest Winning Trade | 518721 | 518721 | 75413 | 513081 | 513081 | 303537 |
Largest Losing Trade | -70345 | -41114 | -70345 | -345277 | -281620 | -345277 |
Avg Bars in Trades | 40 | 46 | 33 | 40 | 46 | 33 |
Avg Bars in Winners | 52 | 53 | 51 | 52 | 53 | 51 |
Avg Bars in Losers | 28 | 40 | 16 | 28 | 40 | 16 |
Bars Traded | 3487 | 1994 | 1494 | 3487 | 1994 | 1494 |
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 | 507840 | 535510 | -339907 | -55092 | -33079 | -580719 |
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{ "first_band": { "type": "pwma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 99, "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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