Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447297.7706 | 384773.8521 | 62523.9185 | 76751.4037 | 47024.7807 | 29726.623 |
Total P&L (%) | 447.2978 | 384.7739 | 62.5239 | 76.7514 | 47.0248 | 29.7266 |
Avg Daily Profit (%) | 0.1952 | 0.1679 | 0.0273 | 0.0249 | 0.0168 | 0.0114 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124416 | -176772 | -108927 | -157817 | -177484 | -136864 |
Profit Factor | 1.5553 | 1.7519 | 1.2129 | 1.0874 | 1.0815 | 1.0989 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 63 | 37 | 26 | 63 | 37 | 26 |
Profitability (%) | 52.6316 | 43.9394 | 61.194 | 52.6316 | 43.9394 | 61.194 |
Ratio Avg Win / Avg Loss | 1.3998 | 2.2352 | 0.7691 | 0.9787 | 1.3798 | 0.6969 |
Largest Winning Trade | 229590 | 229590 | 28720 | 110326 | 110326 | 24277 |
Largest Losing Trade | -38660 | -35119 | -38660 | -50359 | -50359 | -42089 |
Avg Bars in Trades | 50 | 62 | 37 | 50 | 62 | 37 |
Avg Bars in Winners | 57 | 75 | 44 | 57 | 75 | 44 |
Avg Bars in Losers | 41 | 51 | 26 | 41 | 51 | 26 |
Bars Traded | 6651 | 4115 | 2536 | 6651 | 4115 | 2536 |
Profit Streak | 15.1958 | 15.1958 | 15.8625 | 15.1958 | 15.1958 | 15.8625 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 410614 | -115561 | -273196 | -283488 | -429117 | -408352 |
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{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 145, "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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