Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1331446.8597 | 1322215.0512 | 9231.8085 | 14919813.1696 | 13626308.458 | 1293504.7116 |
Total P&L (%) | 1331.4469 | 1322.2151 | 9.2318 | 14919.8132 | 13626.3085 | 1293.5047 |
Avg Daily Profit (%) | 0.7175 | 0.7125 | 0.005 | 0.2705 | 0.2656 | 0.1421 |
Buy And Hold Return (%) | 8007.9858 | 8007.9858 | 8007.9858 | 8007.9858 | 8007.9858 | 8007.9858 |
Max Trade Drawdown | -81789 | -43766 | -172177 | -2390791 | -1993271 | -2415466 |
Profit Factor | 3.4217 | 8.0496 | 1.0255 | 2.3298 | 4.6984 | 1.1717 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 58.427 | 63.6364 | 53.3333 | 58.427 | 63.6364 | 53.3333 |
Ratio Avg Win / Avg Loss | 2.4347 | 4.5998 | 0.8973 | 1.6578 | 2.6848 | 1.0252 |
Largest Winning Trade | 584035 | 584035 | 43157 | 3273752 | 3273752 | 2337349 |
Largest Losing Trade | -49058 | -30037 | -49058 | -1993271 | -1993271 | -1952838 |
Avg Bars in Trades | 59 | 74 | 45 | 59 | 74 | 45 |
Avg Bars in Winners | 78 | 100 | 52 | 78 | 100 | 52 |
Avg Bars in Losers | 33 | 29 | 36 | 33 | 29 | 36 |
Bars Traded | 5328 | 3297 | 2031 | 5328 | 3297 | 2031 |
Profit Streak | 0 | 183.294 | 0 | 0 | 183.294 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145443 | -141647 | -545613 | 237787 | 377177 | -199939 |
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{ "first_band": { "type": "pwma", "factors": { "length": 163, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 168, "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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