Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298435.8621 | 313498.4884 | -15062.6264 | -22108.2335 | 197778.0714 | -219886.3049 |
Total P&L (%) | 298.4359 | 313.4985 | -15.0626 | -22.1082 | 197.7781 | -219.8863 |
Avg Daily Profit (%) | 0.2115 | 0.2221 | -0.0107 | -0.0177 | 0.0773 | 0 |
Buy And Hold Return (%) | 10.3045 | 10.3045 | 10.3045 | 10.3045 | 10.3045 | 10.3045 |
Max Trade Drawdown | -150687 | -92091 | -192188 | -623877 | -320799 | -551156 |
Profit Factor | 1.1687 | 1.3655 | 0.9835 | 0.9943 | 1.1067 | 0.8917 |
Total Trades | 501 | 251 | 250 | 501 | 251 | 250 |
Winning Trades | 250 | 122 | 128 | 250 | 122 | 128 |
Losing Trades | 251 | 129 | 122 | 251 | 129 | 122 |
Profitability (%) | 49.9002 | 48.6056 | 51.2 | 49.9002 | 48.6056 | 51.2 |
Ratio Avg Win / Avg Loss | 1.1734 | 1.4438 | 0.9374 | 0.9983 | 1.1702 | 0.8499 |
Largest Winning Trade | 73058 | 73058 | 38505 | 215266 | 215266 | 148735 |
Largest Losing Trade | -48427 | -42661 | -48427 | -249645 | -113419 | -249645 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Losers | 34 | 35 | 34 | 34 | 35 | 34 |
Bars Traded | 16801 | 7880 | 8921 | 16801 | 7880 | 8921 |
Profit Streak | 0 | 0 | 498.1732 | 0 | 0 | 498.1732 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24644 | 306349 | -578533 | -578198 | -192590 | -578533 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 34, "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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