Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 718348.4712 | 738281.2649 | -19932.7937 | -59948.0794 | -32012.6137 | -27935.4657 |
Total P&L (%) | 718.3485 | 738.2813 | -19.9328 | -59.9481 | -32.0126 | -27.9355 |
Avg Daily Profit (%) | 0.2981 | 0.3063 | -0.0083 | -0.038 | -0.016 | -0.0136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133557 | -108801 | -116241 | -284472 | -182056 | -109452 |
Profit Factor | 2.0909 | 2.8459 | 0.9229 | 0.9098 | 0.9212 | 0.8918 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 28 | 13 | 15 | 28 | 13 | 15 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 48.2759 | 44.8276 | 51.7241 | 48.2759 | 44.8276 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.2403 | 3.5026 | 0.8614 | 0.9748 | 1.1338 | 0.8324 |
Largest Winning Trade | 702681 | 702681 | 59455 | 185778 | 185778 | 111609 |
Largest Losing Trade | -47389 | -47389 | -42891 | -97406 | -82595 | -97406 |
Avg Bars in Trades | 79 | 108 | 49 | 79 | 108 | 49 |
Avg Bars in Winners | 92 | 138 | 53 | 92 | 138 | 53 |
Avg Bars in Losers | 66 | 84 | 45 | 66 | 84 | 45 |
Bars Traded | 4582 | 3149 | 1433 | 4582 | 3149 | 1433 |
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 | -167318 | 443255 | -580609 | -760948 | -581177 | -580609 |
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{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 178, "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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