Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 533288.3191 | 543561.2319 | -10272.9128 | 65841.5583 | 859720.3117 | -793878.7534 |
Total P&L (%) | 533.2883 | 543.5612 | -10.2729 | 65.8416 | 859.7203 | -793.8788 |
Avg Daily Profit (%) | 0.2561 | 0.261 | -0.0049 | 0.0243 | 0.1087 | 0 |
Buy And Hold Return (%) | 43.3766 | 43.3766 | 43.3766 | 43.3766 | 43.3766 | 43.3766 |
Max Trade Drawdown | -154871 | -89222 | -139967 | -1097007 | -589962 | -1152294 |
Profit Factor | 1.6597 | 2.465 | 0.9765 | 1.0186 | 1.6074 | 0.6259 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 42.446 | 37.6812 | 47.1429 | 42.446 | 37.6812 | 47.1429 |
Ratio Avg Win / Avg Loss | 2.2504 | 4.0768 | 1.0949 | 1.3812 | 2.6583 | 0.7018 |
Largest Winning Trade | 232818 | 232818 | 58006 | 716525 | 716525 | 268930 |
Largest Losing Trade | -45684 | -42956 | -45684 | -555195 | -157021 | -555195 |
Avg Bars in Trades | 174 | 171 | 177 | 174 | 171 | 177 |
Avg Bars in Winners | 257 | 271 | 246 | 257 | 271 | 246 |
Avg Bars in Losers | 113 | 111 | 116 | 113 | 111 | 116 |
Bars Traded | 24318 | 11860 | 12458 | 24318 | 11860 | 12458 |
Profit Streak | 16.5776 | 17.911 | 16.5776 | 16.5776 | 17.911 | 16.5776 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365742 | -92926 | -674106 | -372072 | -150659 | -675773 |
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{ "first_band": { "type": "pwma", "factors": { "length": 157, "offset": 196 } }, "second_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } } }
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# | 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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