Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 453312.09 | 295636.0885 | 157676.0015 | 469440.0325 | 80715.6804 | 388724.3521 |
Total P&L (%) | 453.3121 | 295.6361 | 157.676 | 469.44 | 80.7157 | 388.7244 |
Avg Daily Profit (%) | 0.2388 | 0.1557 | 0.0831 | 0.0917 | 0.0312 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89305 | -95961 | -103587 | -383959 | -325742 | -126002 |
Profit Factor | 1.8218 | 1.8881 | 1.7209 | 1.3043 | 1.0754 | 1.823 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 51.6854 | 43.1818 | 60 | 51.6854 | 43.1818 | 60 |
Ratio Avg Win / Avg Loss | 1.703 | 2.4844 | 1.1472 | 1.2193 | 1.415 | 1.2153 |
Largest Winning Trade | 133527 | 133527 | 56081 | 230927 | 230927 | 128485 |
Largest Losing Trade | -61958 | -61958 | -41482 | -226148 | -226148 | -79121 |
Avg Bars in Trades | 57 | 78 | 36 | 57 | 78 | 36 |
Avg Bars in Winners | 57 | 76 | 43 | 57 | 76 | 43 |
Avg Bars in Losers | 58 | 81 | 26 | 58 | 81 | 26 |
Bars Traded | 5134 | 3471 | 1663 | 5134 | 3471 | 1663 |
Profit Streak | 125.5637 | 134.5637 | 125.5637 | 125.5637 | 134.5637 | 125.5637 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461660 | 316907 | -77980 | -69048 | -290818 | -77043 |
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{ "first_band": { "type": "pwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 159, "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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