Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1776766.4861 | 1659590.6292 | 117175.8568 | 4764072.4968 | -1276288.1879 | 6040360.6847 |
Total P&L (%) | 1776.7665 | 1659.5906 | 117.1759 | 4764.0725 | -1276.2882 | 6040.3607 |
Avg Daily Profit (%) | 0.781 | 0.7295 | 0.0515 | 0.1709 | 0 | 0.1812 |
Buy And Hold Return (%) | 461.5276 | 461.5276 | 461.5276 | 461.5276 | 461.5276 | 461.5276 |
Max Trade Drawdown | -94073 | -73878 | -64699 | -5587989 | -6524123 | -2192227 |
Profit Factor | 3.6127 | 4.8817 | 1.4641 | 1.1644 | 0.9407 | 1.8126 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 53 | 20 | 33 | 53 | 20 | 33 |
Losing Trades | 51 | 32 | 19 | 51 | 32 | 19 |
Profitability (%) | 50.9615 | 38.4615 | 63.4615 | 50.9615 | 38.4615 | 63.4615 |
Ratio Avg Win / Avg Loss | 3.4764 | 7.8106 | 0.843 | 1.1205 | 1.5052 | 1.0436 |
Largest Winning Trade | 1137079 | 1137079 | 54536 | 4363207 | 4363207 | 1659687 |
Largest Losing Trade | -44285 | -37985 | -44285 | -2934112 | -2934112 | -1707074 |
Avg Bars in Trades | 62 | 83 | 42 | 62 | 83 | 42 |
Avg Bars in Winners | 81 | 129 | 51 | 81 | 129 | 51 |
Avg Bars in Losers | 44 | 55 | 25 | 44 | 55 | 25 |
Bars Traded | 6548 | 4356 | 2192 | 6548 | 4356 | 2192 |
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 | 641762 | -166852 | -468799 | -31445 | -762542 | -168106 |
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{ "first_band": { "type": "pwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 180, "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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