Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 742890.4212 | 726648.6804 | 16241.7409 | 836637.5689 | 5125113.4766 | -4288475.9077 |
Total P&L (%) | 742.8904 | 726.6487 | 16.2417 | 836.6376 | 5125.1135 | -4288.4759 |
Avg Daily Profit (%) | 0.3409 | 0.3335 | 0.0075 | 0.1027 | 0.1817 | 0 |
Buy And Hold Return (%) | 267.5214 | 267.5214 | 267.5214 | 267.5214 | 267.5214 | 267.5214 |
Max Trade Drawdown | -189999 | -108614 | -111548 | -9629708 | -5384746 | -6073724 |
Profit Factor | 2.311 | 3.8891 | 1.0515 | 1.0522 | 1.651 | 0.4734 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 42.8571 | 43.5897 | 42.1053 | 42.8571 | 43.5897 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.0814 | 5.0329 | 1.4459 | 1.403 | 2.1366 | 0.651 |
Largest Winning Trade | 247175 | 247175 | 68176 | 5936020 | 5936020 | 829302 |
Largest Losing Trade | -64173 | -32267 | -64173 | -3058299 | -3058299 | -2486789 |
Avg Bars in Trades | 109 | 114 | 104 | 109 | 114 | 104 |
Avg Bars in Winners | 166 | 174 | 157 | 166 | 174 | 157 |
Avg Bars in Losers | 66 | 68 | 65 | 66 | 68 | 65 |
Bars Traded | 8427 | 4475 | 3952 | 8427 | 4475 | 3952 |
Profit Streak | 41.0884 | 41.0884 | 92.8384 | 41.0884 | 41.0884 | 92.8384 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37734 | 391413 | -514576 | -269564 | 327071 | -582875 |
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{ "first_band": { "type": "pwma", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 70, "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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