Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216215.5727 | 71445.8792 | 144769.6934 | 362631.5263 | 156336.4489 | 206295.0774 |
Total P&L (%) | 216.2156 | 71.4459 | 144.7697 | 362.6315 | 156.3364 | 206.2951 |
Avg Daily Profit (%) | 0.4151 | 0.1372 | 0.278 | 0.2945 | 0.1809 | 0.2152 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109206 | -61361 | -60893 | -96799 | -51569 | -95066 |
Profit Factor | 1.6324 | 1.5975 | 1.6512 | 1.8657 | 2.3375 | 1.6831 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 87 | 39 | 48 | 87 | 39 | 48 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 60.8392 | 54.9296 | 66.6667 | 60.8392 | 54.9296 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.0508 | 1.3108 | 0.8256 | 1.2009 | 1.9179 | 0.8416 |
Largest Winning Trade | 26235 | 19830 | 26235 | 52293 | 49422 | 52293 |
Largest Losing Trade | -39441 | -19401 | -39441 | -78055 | -18021 | -78055 |
Avg Bars in Trades | 171 | 67 | 273 | 171 | 67 | 273 |
Avg Bars in Winners | 145 | 72 | 204 | 145 | 72 | 204 |
Avg Bars in Losers | 212 | 62 | 412 | 212 | 62 | 412 |
Bars Traded | 24528 | 4824 | 19703 | 24528 | 4824 | 19703 |
Profit Streak | 9.4204 | 30.8579 | 9.4204 | 9.4204 | 30.8579 | 9.4204 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495524 | -93611 | -68285 | 474624 | -73700 | -68761 |
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{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 8 } }, "second_band": { "type": "dcl", "factors": { "length": 181, "offset": 167 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 130, "offset": 8 } }, "second_band": { "type": "dcl", "factors": { "length": 181, "offset": 167 } } }
# | 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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