Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 370522.0967 | 290883.9455 | 79638.1512 | 41842.5932 | 107698.3876 | -65855.7945 |
Total P&L (%) | 370.5221 | 290.8839 | 79.6382 | 41.8426 | 107.6984 | -65.8558 |
Avg Daily Profit (%) | 0.1927 | 0.1513 | 0.0414 | 0.0182 | 0.038 | -0.0559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136407 | -117858 | -125535 | -380693 | -239683 | -242423 |
Profit Factor | 1.2639 | 1.3605 | 1.1334 | 1.0177 | 1.082 | 0.937 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 155 | 71 | 84 | 155 | 71 | 84 |
Losing Trades | 194 | 103 | 91 | 194 | 103 | 91 |
Profitability (%) | 44.4126 | 40.8046 | 48 | 44.4126 | 40.8046 | 48 |
Ratio Avg Win / Avg Loss | 1.5819 | 1.9736 | 1.2278 | 1.2738 | 1.5696 | 1.0151 |
Largest Winning Trade | 119272 | 119272 | 37515 | 151445 | 151445 | 65247 |
Largest Losing Trade | -46595 | -31338 | -46595 | -90025 | -90025 | -76659 |
Avg Bars in Trades | 10 | 12 | 9 | 10 | 12 | 9 |
Avg Bars in Winners | 14 | 16 | 12 | 14 | 16 | 12 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 3778 | 2110 | 1668 | 3778 | 2110 | 1668 |
Profit Streak | 7.69 | 0 | 56.19 | 7.69 | 0 | 56.19 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329031 | 209758 | -210076 | -371036 | -274328 | -577787 |
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{ "first_band": { "type": "pwma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 24, "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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