Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405166.5884 | 403067.9236 | 2098.6648 | -23158.6221 | -9742.6414 | -13415.9806 |
Total P&L (%) | 405.1666 | 403.0679 | 2.0987 | -23.1586 | -9.7426 | -13.416 |
Avg Daily Profit (%) | 0.1768 | 0.1759 | 0.0009 | -0.0115 | -0.0045 | -0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191311 | -193782 | -109529 | -187054 | -174485 | -80451 |
Profit Factor | 1.559 | 1.9498 | 1.007 | 0.9576 | 0.9712 | 0.9354 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 | 44.6809 |
Ratio Avg Win / Avg Loss | 1.9302 | 2.414 | 1.2467 | 1.1856 | 1.2024 | 1.1581 |
Largest Winning Trade | 232079 | 232079 | 52398 | 99921 | 99921 | 34158 |
Largest Losing Trade | -51317 | -51317 | -37211 | -102611 | -102611 | -29455 |
Avg Bars in Trades | 70 | 90 | 50 | 70 | 90 | 50 |
Avg Bars in Winners | 84 | 108 | 61 | 84 | 108 | 61 |
Avg Bars in Losers | 58 | 75 | 41 | 58 | 75 | 41 |
Bars Traded | 6608 | 4247 | 2361 | 6608 | 4247 | 2361 |
Profit Streak | 108.1851 | 108.1851 | 169.8517 | 108.1851 | 108.1851 | 169.8517 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351886 | 363205 | -570837 | -579537 | -580140 | -579744 |
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{ "first_band": { "type": "pwma", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 177, "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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