Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546377.4777 | 448007.2849 | 98370.1928 | 259722.6639 | -107532.3277 | 367254.9916 |
Total P&L (%) | 546.3775 | 448.0073 | 98.3702 | 259.7227 | -107.5323 | 367.255 |
Avg Daily Profit (%) | 0.2313 | 0.1897 | 0.0416 | 0.0542 | 0 | 0.0653 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119815 | -81961 | -198239 | -475172 | -496285 | -312056 |
Profit Factor | 1.5135 | 1.9069 | 1.1726 | 1.0788 | 0.9364 | 1.2288 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 115 | 63 | 52 | 115 | 63 | 52 |
Profitability (%) | 40.1042 | 34.375 | 45.8333 | 40.1042 | 34.375 | 45.8333 |
Ratio Avg Win / Avg Loss | 2.2604 | 3.6405 | 1.3857 | 1.6112 | 1.7876 | 1.4522 |
Largest Winning Trade | 166890 | 166890 | 55689 | 269668 | 269668 | 195757 |
Largest Losing Trade | -66785 | -28811 | -66785 | -198070 | -198070 | -148895 |
Avg Bars in Trades | 48 | 44 | 52 | 48 | 44 | 52 |
Avg Bars in Winners | 78 | 78 | 78 | 78 | 78 | 78 |
Avg Bars in Losers | 28 | 27 | 30 | 28 | 27 | 30 |
Bars Traded | 9332 | 4309 | 5023 | 9332 | 4309 | 5023 |
Profit Streak | 13.8695 | 0 | 26.1195 | 13.8695 | 0 | 26.1195 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308149 | 172039 | -169381 | -255480 | -584374 | -107486 |
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{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 27, "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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