Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1287543.7992 | 1179057.7552 | 108486.044 | 75773225.0707 | 87486827.0403 | -11713601.9695 |
Total P&L (%) | 1287.5438 | 1179.0578 | 108.486 | 75773.2251 | 87486.827 | -11713.602 |
Avg Daily Profit (%) | 0.6915 | 0.6332 | 0.0583 | 0.3568 | 0.3645 | 0 |
Buy And Hold Return (%) | 7063.9962 | 7063.9962 | 7063.9962 | 7063.9962 | 7063.9962 | 7063.9962 |
Max Trade Drawdown | -71369 | -46844 | -101986 | -67162457 | -45522466 | -48905028 |
Profit Factor | 2.7961 | 4.6623 | 1.2747 | 1.2843 | 1.6664 | 0.9134 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Losing Trades | 81 | 39 | 42 | 81 | 39 | 42 |
Profitability (%) | 52.3529 | 54.1176 | 50.5882 | 52.3529 | 54.1176 | 50.5882 |
Ratio Avg Win / Avg Loss | 2.5448 | 3.9528 | 1.2451 | 1.1689 | 1.4129 | 0.8921 |
Largest Winning Trade | 363884 | 363884 | 52531 | 37215935 | 37215935 | 20619938 |
Largest Losing Trade | -43769 | -39234 | -43769 | -26254501 | -21830460 | -26254501 |
Avg Bars in Trades | 64 | 70 | 57 | 64 | 70 | 57 |
Avg Bars in Winners | 79 | 95 | 63 | 79 | 95 | 63 |
Avg Bars in Losers | 46 | 41 | 51 | 46 | 41 | 51 |
Bars Traded | 10888 | 5981 | 4908 | 10888 | 5981 | 4908 |
Profit Streak | 0 | 40.6951 | 0 | 0 | 40.6951 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147007 | -145295 | -281221 | 380210 | 456619 | -581028 |
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{ "first_band": { "type": "pwma", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 157, "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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