Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139840.1332 | 879759.5752 | 260080.558 | 185805160.7455 | 198985919.8689 | -13180759.1235 |
Total P&L (%) | 1139.8401 | 879.7596 | 260.0806 | 185805.1607 | 198985.9199 | -13180.7591 |
Avg Daily Profit (%) | 0.4558 | 0.3518 | 0.104 | 0.3015 | 0.3043 | 0 |
Buy And Hold Return (%) | 854.2381 | 854.2381 | 854.2381 | 854.2381 | 854.2381 | 854.2381 |
Max Trade Drawdown | -67162 | -48107 | -67162 | -46213668 | -21828162 | -34835735 |
Profit Factor | 5.0292 | 6.8154 | 2.9761 | 3.3398 | 7.6487 | 0.7336 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 51 | 23 | 28 | 51 | 23 | 28 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 62.1951 | 56.0976 | 68.2927 | 62.1951 | 56.0976 | 68.2927 |
Ratio Avg Win / Avg Loss | 3.057 | 5.3338 | 1.3817 | 2.0301 | 5.986 | 0.3406 |
Largest Winning Trade | 180619 | 180619 | 64868 | 90905682 | 90905682 | 8285537 |
Largest Losing Trade | -67162 | -39077 | -67162 | -18894653 | -6792464 | -18894653 |
Avg Bars in Trades | 55 | 67 | 44 | 55 | 67 | 44 |
Avg Bars in Winners | 65 | 84 | 49 | 65 | 84 | 49 |
Avg Bars in Losers | 40 | 45 | 34 | 40 | 45 | 34 |
Bars Traded | 4588 | 2764 | 1823 | 4588 | 2764 | 1823 |
Profit Streak | 77.893 | 85.393 | 0 | 77.893 | 85.393 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -50082 | -137234 | -212922 | 321483 | 678291 | -578370 |
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{ "first_band": { "type": "pwma", "factors": { "length": 46, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 189, "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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