Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335352.1178 | 317887.0761 | 17465.0417 | 283870.8991 | 469531.3524 | -185660.4533 |
Total P&L (%) | 335.3521 | 317.8871 | 17.465 | 283.8709 | 469.5314 | -185.6605 |
Avg Daily Profit (%) | 0.1576 | 0.1494 | 0.0082 | 0.0632 | 0.0818 | 0 |
Buy And Hold Return (%) | 46.285 | 46.285 | 46.285 | 46.285 | 46.285 | 46.285 |
Max Trade Drawdown | -107161 | -88079 | -60267 | -486860 | -270929 | -312597 |
Profit Factor | 1.6854 | 2.397 | 1.0667 | 1.1799 | 1.6086 | 0.7698 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 54.4554 | 58 | 50.9804 | 54.4554 | 58 | 50.9804 |
Ratio Avg Win / Avg Loss | 1.4096 | 1.7358 | 1.0257 | 0.9868 | 1.1649 | 0.7402 |
Largest Winning Trade | 131053 | 131053 | 64502 | 221981 | 221981 | 96255 |
Largest Losing Trade | -43320 | -37384 | -43320 | -244836 | -242023 | -244836 |
Avg Bars in Trades | 40 | 46 | 33 | 40 | 46 | 33 |
Avg Bars in Winners | 52 | 57 | 47 | 52 | 57 | 47 |
Avg Bars in Losers | 24 | 31 | 18 | 24 | 31 | 18 |
Bars Traded | 4040 | 2332 | 1708 | 4040 | 2332 | 1708 |
Profit Streak | 0 | 172.7661 | 0 | 0 | 172.7661 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366730 | -166813 | -674703 | -132535 | -259490 | -760706 |
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 85, "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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