Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111681.7968 | 39305.3175 | 72376.4793 | 134203.0407 | 53220.8966 | 80982.1442 |
Total P&L (%) | 111.6818 | 39.3053 | 72.3765 | 134.203 | 53.2209 | 80.9821 |
Avg Daily Profit (%) | 0.4289 | 0.1509 | 0.2779 | 0.3273 | 0.164 | 0.2281 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69978 | -34494 | -42701 | -192678 | -98326 | -116442 |
Profit Factor | 1.4156 | 1.2745 | 1.5766 | 1.2348 | 1.1774 | 1.2983 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 106 | 58 | 48 | 106 | 58 | 48 |
Profitability (%) | 44.5026 | 39.5833 | 49.4737 | 44.5026 | 39.5833 | 49.4737 |
Ratio Avg Win / Avg Loss | 1.7653 | 1.9452 | 1.6101 | 1.5398 | 1.797 | 1.3259 |
Largest Winning Trade | 31721 | 31721 | 24031 | 66020 | 66020 | 31082 |
Largest Losing Trade | -12325 | -7697 | -12325 | -31713 | -26882 | -31713 |
Avg Bars in Trades | 128 | 126 | 131 | 128 | 126 | 131 |
Avg Bars in Winners | 180 | 186 | 175 | 180 | 186 | 175 |
Avg Bars in Losers | 87 | 87 | 87 | 87 | 87 | 87 |
Bars Traded | 24625 | 12179 | 12445 | 24625 | 12179 | 12445 |
Profit Streak | 3.5383 | 3.5383 | 11.5071 | 3.5383 | 3.5383 | 11.5071 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315183 | -434 | 391695 | 244168 | -24521 | 275122 |
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{ "first_band": { "type": "pwma", "factors": { "length": 124, "offset": 129 } }, "second_band": { "type": "midprice", "factors": { "length": 82, "offset": 7 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 124, "offset": 129 } }, "second_band": { "type": "midprice", "factors": { "length": 82, "offset": 7 } } }
# | 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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