Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472313.7617 | 432004.5417 | 40309.22 | -612990.6748 | -365489.5907 | -247501.0841 |
Total P&L (%) | 472.3138 | 432.0045 | 40.3092 | -612.9907 | -365.4896 | -247.5011 |
Avg Daily Profit (%) | 0.2966 | 0.2713 | 0.0253 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182068 | -80590 | -194196 | -1396874 | -1080548 | -731260 |
Profit Factor | 1.5416 | 2.1239 | 1.0827 | 0.855 | 0.8338 | 0.878 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 72 | 35 | 37 | 64 | 33 | 31 |
Losing Trades | 65 | 33 | 32 | 73 | 35 | 38 |
Profitability (%) | 52.5547 | 51.4706 | 53.6232 | 46.7153 | 48.5294 | 44.9275 |
Ratio Avg Win / Avg Loss | 1.3917 | 2.0026 | 0.9364 | 0.9753 | 0.8844 | 1.0763 |
Largest Winning Trade | 372015 | 372015 | 53061 | 552815 | 333728 | 552815 |
Largest Losing Trade | -163012 | -51023 | -163012 | -533697 | -533697 | -254520 |
Avg Bars in Trades | 45 | 50 | 40 | 45 | 50 | 40 |
Avg Bars in Winners | 44 | 48 | 41 | 44 | 50 | 37 |
Avg Bars in Losers | 45 | 52 | 39 | 46 | 49 | 43 |
Bars Traded | 6215 | 3408 | 2807 | 6215 | 3408 | 2807 |
Profit Streak | 145.1766 | 155.6766 | 145.1766 | 0 | 0 | 0 |
Trades During Streak | 8 | 4 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439477 | -95337 | -392349 | -581692 | -690808 | -683042 |
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{ "first_band": { "type": "pwma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 134, "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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