Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2407303.6745 | 2281262.033 | 126041.6414 | 67701404.0604 | 71576922.2723 | -3875518.2119 |
Total P&L (%) | 2407.3037 | 2281.262 | 126.0416 | 67701.4041 | 71576.9223 | -3875.5182 |
Avg Daily Profit (%) | 1.178 | 1.1164 | 0.0617 | 0.3195 | 0.3223 | 0 |
Buy And Hold Return (%) | 4753.5739 | 4753.5739 | 4753.5739 | 4753.5739 | 4753.5739 | 4753.5739 |
Max Trade Drawdown | -89593 | -65793 | -157079 | -50150167 | -45785270 | -30237977 |
Profit Factor | 5.5153 | 9.3276 | 1.4863 | 1.5154 | 1.9289 | 0.9286 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 58.0645 | 58.0645 | 58.0645 | 58.0645 | 58.0645 | 58.0645 |
Ratio Avg Win / Avg Loss | 3.9833 | 6.7366 | 1.0734 | 1.0945 | 1.3931 | 0.6707 |
Largest Winning Trade | 1221709 | 1221709 | 61400 | 53854337 | 53854337 | 25952565 |
Largest Losing Trade | -70879 | -46336 | -70879 | -29662723 | -29662723 | -23305245 |
Avg Bars in Trades | 59 | 86 | 32 | 59 | 86 | 32 |
Avg Bars in Winners | 69 | 97 | 41 | 69 | 97 | 41 |
Avg Bars in Losers | 46 | 72 | 20 | 46 | 72 | 20 |
Bars Traded | 3706 | 2696 | 1009 | 3706 | 2696 | 1009 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -301565 | -142803 | -274117 | -146994 | 455040 | -579772 |
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{ "first_band": { "type": "pwma", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 144, "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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