Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280046.6379 | 31941.1579 | 248105.4799 | 339757.1174 | 46813.9531 | 292943.1643 |
Total P&L (%) | 280.0466 | 31.9412 | 248.1055 | 339.7571 | 46.814 | 292.9432 |
Avg Daily Profit (%) | 0.1874 | 0.0214 | 0.166 | 0.0992 | 0.0257 | 0.0916 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65231 | -46035 | -52067 | -208854 | -121936 | -172305 |
Profit Factor | 1.6946 | 1.1798 | 2.1002 | 1.2903 | 1.1058 | 1.4025 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 55.5556 | 45 | 65.8537 | 55.5556 | 45 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.3557 | 1.442 | 1.089 | 1.0322 | 1.3515 | 0.7272 |
Largest Winning Trade | 65357 | 26550 | 65357 | 136823 | 96074 | 136823 |
Largest Losing Trade | -43677 | -31671 | -43677 | -164340 | -56365 | -164340 |
Avg Bars in Trades | 53 | 30 | 74 | 53 | 30 | 74 |
Avg Bars in Winners | 48 | 23 | 65 | 48 | 23 | 65 |
Avg Bars in Losers | 58 | 37 | 92 | 58 | 37 | 92 |
Bars Traded | 4297 | 1233 | 3064 | 4297 | 1233 | 3064 |
Profit Streak | 4.0753 | 0 | 78.0753 | 4.0753 | 0 | 78.0753 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -6094 | -191901 | 492256 | -76274 | -266248 | -68140 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 97, "offset": 0 } } }
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# | 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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