Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1780206.6115 | 1768058.6235 | 12147.988 | 1021273.4614 | 1084455.3653 | -63181.9038 |
Total P&L (%) | 1780.2066 | 1768.0586 | 12.148 | 1021.2735 | 1084.4554 | -63.1819 |
Avg Daily Profit (%) | 0.9472 | 0.9407 | 0.0065 | 0.1287 | 0.1316 | -0.0531 |
Buy And Hold Return (%) | 523.85 | 523.85 | 523.85 | 523.85 | 523.85 | 523.85 |
Max Trade Drawdown | -120657 | -139278 | -99370 | -3959777 | -4748955 | -2632260 |
Profit Factor | 3.5022 | 5.3889 | 1.0394 | 1.0728 | 1.1235 | 0.988 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 42.3913 | 41.3043 | 43.4783 | 42.3913 | 41.3043 | 43.4783 |
Ratio Avg Win / Avg Loss | 4.7594 | 7.6578 | 1.3512 | 1.4579 | 1.5965 | 1.2844 |
Largest Winning Trade | 1269105 | 1269105 | 53750 | 3972262 | 3972262 | 1149240 |
Largest Losing Trade | -50816 | -30436 | -50816 | -1251580 | -1067925 | -1251580 |
Avg Bars in Trades | 78 | 98 | 58 | 78 | 98 | 58 |
Avg Bars in Winners | 106 | 135 | 79 | 106 | 135 | 79 |
Avg Bars in Losers | 57 | 72 | 41 | 57 | 72 | 41 |
Bars Traded | 7209 | 4542 | 2668 | 7209 | 4542 | 2668 |
Profit Streak | 42.6568 | 107.1568 | 0 | 42.6568 | 107.1568 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542569 | 584655 | -529656 | -170672 | -109303 | -581573 |
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{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 223, "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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