Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2392060.9443 | 2246040.5782 | 146020.3661 | 6042977.062 | 206016.8782 | 5836960.1838 |
Total P&L (%) | 2392.0609 | 2246.0406 | 146.0204 | 6042.9771 | 206.0169 | 5836.9602 |
Avg Daily Profit (%) | 1.0778 | 1.012 | 0.0658 | 0.1857 | 0.0504 | 0.1842 |
Buy And Hold Return (%) | 251.4224 | 251.4224 | 251.4224 | 251.4224 | 251.4224 | 251.4224 |
Max Trade Drawdown | -113207 | -76828 | -116723 | -4056590 | -4056590 | -2853895 |
Profit Factor | 5.1745 | 8.0336 | 1.5756 | 1.4083 | 1.0203 | 2.2579 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 53.5714 | 50 | 57.1429 | 53.5714 | 50 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.4845 | 8.0336 | 1.1817 | 1.2205 | 1.0203 | 1.6934 |
Largest Winning Trade | 2023491 | 2023491 | 50121 | 3058607 | 3058607 | 1606959 |
Largest Losing Trade | -55765 | -55765 | -33674 | -4056590 | -4056590 | -1289517 |
Avg Bars in Trades | 76 | 103 | 49 | 76 | 103 | 49 |
Avg Bars in Winners | 82 | 110 | 58 | 82 | 110 | 58 |
Avg Bars in Losers | 68 | 95 | 37 | 68 | 95 | 37 |
Bars Traded | 6421 | 4342 | 2079 | 6421 | 4342 | 2079 |
Profit Streak | 27.926 | 27.926 | 30.5927 | 27.926 | 27.926 | 30.5927 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 829006 | 808638 | -267580 | 372934 | -489010 | 493552 |
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{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 90, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 200, "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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