Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 421425.0925 | 360303.9386 | 61121.1539 | 647213.091 | 653509.0868 | -6295.9958 |
Total P&L (%) | 421.4251 | 360.3039 | 61.1212 | 647.2131 | 653.5091 | -6.296 |
Avg Daily Profit (%) | 0.2464 | 0.2107 | 0.0357 | 0.1177 | 0.1182 | -0.0038 |
Buy And Hold Return (%) | 85.4299 | 85.4299 | 85.4299 | 85.4299 | 85.4299 | 85.4299 |
Max Trade Drawdown | -66218 | -56961 | -36669 | -890901 | -586146 | -561714 |
Profit Factor | 2.244 | 3.1094 | 1.3639 | 1.1889 | 1.3885 | 0.9964 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 53.4247 | 44.4444 | 62.1622 | 53.4247 | 44.4444 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.9563 | 3.8867 | 0.8302 | 1.0365 | 1.7356 | 0.6065 |
Largest Winning Trade | 227783 | 227783 | 42242 | 446002 | 446002 | 224926 |
Largest Losing Trade | -25175 | -24206 | -25175 | -287371 | -216992 | -287371 |
Avg Bars in Trades | 64 | 73 | 55 | 64 | 73 | 55 |
Avg Bars in Winners | 78 | 94 | 67 | 78 | 94 | 67 |
Avg Bars in Losers | 48 | 56 | 35 | 48 | 56 | 35 |
Bars Traded | 4698 | 2655 | 2043 | 4698 | 2655 | 2043 |
Profit Streak | 0 | 46.403 | 0 | 0 | 46.403 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64659 | 360715 | -310546 | -123752 | -34723 | -579195 |
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{ "first_band": { "type": "pwma", "factors": { "length": 208, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 148, "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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