Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2019147.195 | 1801868.4285 | 217278.7665 | 8327277.1713 | 3152205.5999 | 5175071.5714 |
Total P&L (%) | 2019.1472 | 1801.8684 | 217.2788 | 8327.2772 | 3152.2056 | 5175.0716 |
Avg Daily Profit (%) | 0.8715 | 0.7777 | 0.0938 | 0.1916 | 0.1504 | 0.1713 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103513 | -106853 | -99420 | -8055939 | -5493134 | -3716052 |
Profit Factor | 3.5279 | 5.3177 | 1.5696 | 1.2991 | 1.218 | 1.3868 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 73 | 38 | 35 | 73 | 38 | 35 |
Profitability (%) | 51.0067 | 49.3333 | 52.7027 | 51.0067 | 49.3333 | 52.7027 |
Ratio Avg Win / Avg Loss | 3.3886 | 5.4614 | 1.4087 | 1.2479 | 1.2509 | 1.2446 |
Largest Winning Trade | 1527885 | 1527885 | 70133 | 4653719 | 3466744 | 4653719 |
Largest Losing Trade | -47447 | -43024 | -47447 | -3554822 | -2397347 | -3554822 |
Avg Bars in Trades | 90 | 95 | 84 | 90 | 95 | 84 |
Avg Bars in Winners | 114 | 120 | 108 | 114 | 120 | 108 |
Avg Bars in Losers | 64 | 71 | 57 | 64 | 71 | 57 |
Bars Traded | 13429 | 7172 | 6257 | 13429 | 7172 | 6257 |
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 | 736851 | -36213 | -130138 | 308481 | -50020 | -55700 |
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{ "first_band": { "type": "pwma", "factors": { "length": 223, "offset": 85 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 223, "offset": 85 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "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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