Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2140133.8456 | 2128999.7597 | 11134.0859 | 523435.5486 | 2150445.7042 | -1627010.1557 |
Total P&L (%) | 2140.1338 | 2128.9998 | 11.1341 | 523.4355 | 2150.4457 | -1627.0102 |
Avg Daily Profit (%) | 0.949 | 0.944 | 0.0049 | 0.0812 | 0.1382 | 0 |
Buy And Hold Return (%) | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 | 353.3981 |
Max Trade Drawdown | -159106 | -142308 | -103353 | -7611108 | -3388104 | -5924340 |
Profit Factor | 3.0091 | 4.7935 | 1.0221 | 1.0252 | 1.2011 | 0.8381 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Profitability (%) | 46.6667 | 44.4444 | 48.8889 | 46.6667 | 44.4444 | 48.8889 |
Ratio Avg Win / Avg Loss | 3.439 | 5.9919 | 1.0686 | 1.1717 | 1.5014 | 0.8762 |
Largest Winning Trade | 1887725 | 1887725 | 60800 | 3597870 | 3597870 | 1682249 |
Largest Losing Trade | -51926 | -40181 | -51926 | -2411285 | -1869607 | -2411285 |
Avg Bars in Trades | 49 | 54 | 43 | 49 | 54 | 43 |
Avg Bars in Winners | 64 | 72 | 56 | 64 | 72 | 56 |
Avg Bars in Losers | 36 | 39 | 32 | 36 | 39 | 32 |
Bars Traded | 8850 | 4893 | 3957 | 8850 | 4893 | 3957 |
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 | 650154 | 641157 | -548973 | -293358 | -10669 | -581523 |
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{ "first_band": { "type": "pwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 112, "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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