Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1693666.5287 | 1588492.8801 | 105173.6486 | 5667815.3927 | 1508507.0081 | 4159308.3847 |
Total P&L (%) | 1693.6665 | 1588.4929 | 105.1736 | 5667.8154 | 1508.507 | 4159.3084 |
Avg Daily Profit (%) | 0.7461 | 0.6998 | 0.0463 | 0.1788 | 0.1224 | 0.1654 |
Buy And Hold Return (%) | 341.3249 | 341.3249 | 341.3249 | 341.3249 | 341.3249 | 341.3249 |
Max Trade Drawdown | -77464 | -57400 | -58963 | -7714628 | -6254980 | -4190682 |
Profit Factor | 4.6098 | 7.937 | 1.4379 | 1.2283 | 1.1198 | 1.3401 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 42 | 25 | 17 | 42 | 25 | 17 |
Profitability (%) | 48.1481 | 39.0244 | 57.5 | 48.1481 | 39.0244 | 57.5 |
Ratio Avg Win / Avg Loss | 4.9644 | 12.4016 | 1.0628 | 1.3228 | 1.7497 | 0.9905 |
Largest Winning Trade | 1242660 | 1242660 | 52164 | 3971755 | 3971755 | 3392502 |
Largest Losing Trade | -55373 | -30695 | -55373 | -2497771 | -1733572 | -2497771 |
Avg Bars in Trades | 52 | 47 | 57 | 52 | 47 | 57 |
Avg Bars in Winners | 71 | 76 | 68 | 71 | 76 | 68 |
Avg Bars in Losers | 34 | 29 | 41 | 34 | 29 | 41 |
Bars Traded | 4234 | 1950 | 2284 | 4234 | 1950 | 2284 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 66575 | 538707 | -294881 | -9495 | -122852 | 266565 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 6, "offset": 77 } }, "second_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 6, "offset": 77 } }, "second_band": { "type": "pwma", "factors": { "length": 32, "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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