Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 414664.5704 | 339638.1616 | 75026.4088 | 272368.6645 | -40039.6994 | 312408.3639 |
Total P&L (%) | 414.6646 | 339.6382 | 75.0264 | 272.3687 | -40.0397 | 312.4084 |
Avg Daily Profit (%) | 0.3817 | 0.3126 | 0.0691 | 0.1211 | -0.0471 | 0.1305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138000 | -106393 | -66349 | -1182755 | -977324 | -560854 |
Profit Factor | 1.6656 | 1.9498 | 1.2827 | 1.0614 | 0.9849 | 1.1744 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 84 | 33 | 51 | 84 | 33 | 51 |
Losing Trades | 91 | 54 | 37 | 91 | 54 | 37 |
Profitability (%) | 48 | 37.931 | 57.9545 | 48 | 37.931 | 57.9545 |
Ratio Avg Win / Avg Loss | 1.8044 | 3.1906 | 0.9306 | 1.1498 | 1.6116 | 0.852 |
Largest Winning Trade | 340828 | 340828 | 25595 | 328736 | 328736 | 288723 |
Largest Losing Trade | -24367 | -24367 | -21084 | -345275 | -345275 | -223441 |
Avg Bars in Trades | 36 | 40 | 31 | 36 | 40 | 31 |
Avg Bars in Winners | 43 | 55 | 34 | 43 | 55 | 34 |
Avg Bars in Losers | 29 | 31 | 27 | 29 | 31 | 27 |
Bars Traded | 6340 | 3534 | 2807 | 6340 | 3534 | 2807 |
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 | 448824 | 261783 | -101712 | -184237 | -583015 | -48481 |
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{ "first_band": { "type": "pwma", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 101, "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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