Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 634539.717 | 381336.8325 | 253202.8845 | 1574889.9568 | -314947.5234 | 1889837.4801 |
Total P&L (%) | 634.5397 | 381.3368 | 253.2029 | 1574.89 | -314.9475 | 1889.8375 |
Avg Daily Profit (%) | 0.3515 | 0.2113 | 0.1403 | 0.1563 | 0 | 0.1658 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100589 | -79303 | -42521 | -2814138 | -2643534 | -1401529 |
Profit Factor | 1.9677 | 1.9895 | 1.9366 | 1.1194 | 0.9569 | 1.3213 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 76 | 33 | 43 | 76 | 33 | 43 |
Losing Trades | 93 | 52 | 41 | 93 | 52 | 41 |
Profitability (%) | 44.9704 | 38.8235 | 51.1905 | 44.9704 | 38.8235 | 51.1905 |
Ratio Avg Win / Avg Loss | 2.4078 | 3.135 | 1.8465 | 1.3698 | 1.5079 | 1.2599 |
Largest Winning Trade | 329052 | 329052 | 55568 | 1501170 | 1501170 | 916744 |
Largest Losing Trade | -28167 | -21903 | -28167 | -843269 | -468827 | -843269 |
Avg Bars in Trades | 62 | 60 | 65 | 62 | 60 | 65 |
Avg Bars in Winners | 91 | 90 | 93 | 91 | 90 | 93 |
Avg Bars in Losers | 39 | 42 | 35 | 39 | 42 | 35 |
Bars Traded | 10640 | 5179 | 5461 | 10640 | 5179 | 5461 |
Profit Streak | 0 | 0 | 85.4938 | 0 | 0 | 85.4938 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432006 | 245670 | -1303 | -82628 | -582673 | 314849 |
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{ "first_band": { "type": "pwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 62, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 62, "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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