Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1101045.0967 | 912178.6937 | 188866.403 | 40275026.0456 | 30450449.2021 | 9824576.8435 |
Total P&L (%) | 1101.0451 | 912.1787 | 188.8664 | 40275.026 | 30450.4492 | 9824.5768 |
Avg Daily Profit (%) | 0.4405 | 0.365 | 0.0756 | 0.2404 | 0.2292 | 0.1841 |
Buy And Hold Return (%) | 717.3574 | 717.3574 | 717.3574 | 717.3574 | 717.3574 | 717.3574 |
Max Trade Drawdown | -95243 | -94283 | -41695 | -17383005 | -10947288 | -7051737 |
Profit Factor | 2.6455 | 3.4591 | 1.6334 | 2.1846 | 2.4559 | 1.7509 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 83 | 43 | 40 | 83 | 43 | 40 |
Profitability (%) | 52.5714 | 50.5747 | 54.5455 | 52.5714 | 50.5747 | 54.5455 |
Ratio Avg Win / Avg Loss | 2.3867 | 3.3805 | 1.3612 | 1.9709 | 2.4001 | 1.4591 |
Largest Winning Trade | 339139 | 339139 | 40037 | 14267139 | 14267139 | 6971291 |
Largest Losing Trade | -31270 | -31270 | -30768 | -10947288 | -10947288 | -5326351 |
Avg Bars in Trades | 83 | 98 | 68 | 83 | 98 | 68 |
Avg Bars in Winners | 101 | 121 | 83 | 101 | 121 | 83 |
Avg Bars in Losers | 62 | 74 | 50 | 62 | 74 | 50 |
Bars Traded | 14594 | 8540 | 6054 | 14594 | 8540 | 6054 |
Profit Streak | 22.9486 | 0 | 71.6153 | 22.9486 | 0 | 71.6153 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 250076 | -65468 | -254608 | 516101 | 457936 | 408526 |
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{ "first_band": { "type": "pwma", "factors": { "length": 200, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 230, "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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