Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193107.1223 | 149109.1004 | 43998.0219 | 143414.333 | 60654.0378 | 82760.2952 |
Total P&L (%) | 193.1071 | 149.1091 | 43.998 | 143.4143 | 60.654 | 82.7603 |
Avg Daily Profit (%) | 0.3708 | 0.2863 | 0.0845 | 0.1709 | 0.0911 | 0.1158 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106519 | -56034 | -70220 | -464863 | -223449 | -298543 |
Profit Factor | 1.3036 | 1.4827 | 1.1345 | 1.0773 | 1.0662 | 1.0881 |
Total Trades | 258 | 129 | 129 | 258 | 129 | 129 |
Winning Trades | 119 | 54 | 65 | 119 | 54 | 65 |
Losing Trades | 139 | 75 | 64 | 139 | 75 | 64 |
Profitability (%) | 46.124 | 41.8605 | 50.3876 | 46.124 | 41.8605 | 50.3876 |
Ratio Avg Win / Avg Loss | 1.5227 | 2.0592 | 1.1171 | 1.2583 | 1.4808 | 1.0714 |
Largest Winning Trade | 89209 | 89209 | 28495 | 125722 | 125722 | 111152 |
Largest Losing Trade | -16535 | -16535 | -15321 | -82021 | -82021 | -56957 |
Avg Bars in Trades | 95 | 92 | 98 | 95 | 92 | 98 |
Avg Bars in Winners | 129 | 128 | 130 | 129 | 128 | 130 |
Avg Bars in Losers | 66 | 67 | 65 | 66 | 67 | 65 |
Bars Traded | 24705 | 11996 | 12709 | 24705 | 11996 | 12709 |
Profit Streak | 9.4849 | 9.4849 | 17.9849 | 9.4849 | 9.4849 | 17.9849 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400228 | 266021 | -153861 | -127321 | -223027 | -161182 |
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{ "first_band": { "type": "pwma", "factors": { "length": 246, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 100, "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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