Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292783.9214 | 284467.8711 | 8316.0503 | -146390.9901 | -448058.2105 | 301667.2204 |
Total P&L (%) | 292.7839 | 284.4679 | 8.3161 | -146.391 | -448.0582 | 301.6672 |
Avg Daily Profit (%) | 0.1831 | 0.1779 | 0.0052 | 0 | 0 | 0.087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -188401 | -98711 | -219921 | -3184087 | -1879006 | -1671996 |
Profit Factor | 1.2366 | 1.4742 | 1.013 | 0.9794 | 0.8639 | 1.0794 |
Total Trades | 275 | 138 | 137 | 275 | 138 | 137 |
Winning Trades | 129 | 67 | 62 | 150 | 74 | 76 |
Losing Trades | 146 | 71 | 75 | 125 | 64 | 61 |
Profitability (%) | 46.9091 | 48.5507 | 45.2555 | 54.5455 | 53.6232 | 55.4745 |
Ratio Avg Win / Avg Loss | 1.3996 | 1.5622 | 1.2255 | 0.8161 | 0.7472 | 0.8664 |
Largest Winning Trade | 133513 | 133513 | 55520 | 585455 | 251287 | 585455 |
Largest Losing Trade | -117783 | -44329 | -117783 | -1299456 | -418975 | -1299456 |
Avg Bars in Trades | 34 | 33 | 34 | 34 | 33 | 34 |
Avg Bars in Winners | 32 | 30 | 34 | 33 | 35 | 32 |
Avg Bars in Losers | 35 | 36 | 34 | 34 | 31 | 36 |
Bars Traded | 9351 | 4643 | 4708 | 9351 | 4643 | 4708 |
Profit Streak | 6.9281 | 19.5948 | 0 | 0 | 0 | 17.5948 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 291404 | 360172 | -559865 | -578750 | -580496 | -210532 |
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{ "first_band": { "type": "pwma", "factors": { "length": 216, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 188, "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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