Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 429491.244 | 258365.0017 | 171126.2423 | 2470144.38 | 4811608.8908 | -2341464.5108 |
Total P&L (%) | 429.4912 | 258.365 | 171.1262 | 2470.1444 | 4811.6089 | -2341.4645 |
Avg Daily Profit (%) | 0.2378 | 0.1431 | 0.0948 | 0.1799 | 0.2159 | 0 |
Buy And Hold Return (%) | 218.2956 | 218.2956 | 218.2956 | 218.2956 | 218.2956 | 218.2956 |
Max Trade Drawdown | -83762 | -47274 | -84666 | -4062218 | -516351 | -4570802 |
Profit Factor | 2.9637 | 4.1985 | 2.2406 | 1.4099 | 5.8164 | 0.5342 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
Profitability (%) | 75.7143 | 80 | 71.4286 | 75.7143 | 80 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.9506 | 1.0496 | 0.8963 | 0.4522 | 1.4541 | 0.2137 |
Largest Winning Trade | 41581 | 41581 | 36591 | 1790056 | 1790056 | 622468 |
Largest Losing Trade | -53773 | -47274 | -53773 | -3277487 | -516351 | -3277487 |
Avg Bars in Trades | 46 | 51 | 42 | 46 | 51 | 42 |
Avg Bars in Winners | 36 | 43 | 27 | 36 | 43 | 27 |
Avg Bars in Losers | 80 | 84 | 78 | 80 | 84 | 78 |
Bars Traded | 3281 | 1803 | 1478 | 3281 | 1803 | 1478 |
Profit Streak | 6.66 | 0 | 56.16 | 6.66 | 0 | 56.16 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -90757 | -100757 | -226589 | -87523 | 696060 | -576608 |
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{ "first_band": { "type": "pwma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 157, "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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