Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307406.4555 | 230973.4273 | 76433.0282 | -2075007.4302 | -3554463.7557 | 1479456.3255 |
Total P&L (%) | 307.4065 | 230.9734 | 76.433 | -2075.0074 | -3554.4638 | 1479.4563 |
Avg Daily Profit (%) | 0.1612 | 0.1211 | 0.0401 | 0 | 0 | 0.1448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227691 | -68826 | -236361 | -10180555 | -4492991 | -5886316 |
Profit Factor | 1.4169 | 1.7641 | 1.1757 | 0.895 | 0.6356 | 1.148 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 83 | 40 | 43 | 40 | 24 | 16 |
Losing Trades | 38 | 21 | 17 | 81 | 37 | 44 |
Profitability (%) | 68.595 | 65.5738 | 71.6667 | 33.0579 | 39.3443 | 26.6667 |
Ratio Avg Win / Avg Loss | 0.6487 | 0.9262 | 0.4648 | 1.8123 | 0.9799 | 3.1569 |
Largest Winning Trade | 54079 | 54079 | 32033 | 6732285 | 1365967 | 6732285 |
Largest Losing Trade | -227691 | -57593 | -227691 | -1625604 | -1625604 | -1360093 |
Avg Bars in Trades | 45 | 52 | 39 | 45 | 52 | 39 |
Avg Bars in Winners | 27 | 29 | 25 | 76 | 88 | 58 |
Avg Bars in Losers | 85 | 95 | 73 | 30 | 28 | 31 |
Bars Traded | 5535 | 3190 | 2345 | 5535 | 3190 | 2345 |
Profit Streak | 79.1506 | 79.1506 | 119.1506 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383862 | -189011 | -333296 | -584267 | -746880 | -247863 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 141, "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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