Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321374.8598 | 1264171.4402 | 57203.4195 | 4062400.9824 | 3657192.746 | 405208.2364 |
Total P&L (%) | 1321.3749 | 1264.1714 | 57.2034 | 4062.401 | 3657.1927 | 405.2082 |
Avg Daily Profit (%) | 0.7278 | 0.6963 | 0.0315 | 0.2056 | 0.1999 | 0.0893 |
Buy And Hold Return (%) | 554.4663 | 554.4663 | 554.4663 | 554.4663 | 554.4663 | 554.4663 |
Max Trade Drawdown | -162499 | -105525 | -67448 | -3881312 | -2458539 | -2088963 |
Profit Factor | 2.9581 | 4.3175 | 1.1947 | 1.2738 | 1.4432 | 1.0615 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Losing Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Profitability (%) | 42.6573 | 45.8333 | 39.4366 | 42.6573 | 45.8333 | 39.4366 |
Ratio Avg Win / Avg Loss | 3.9764 | 5.1025 | 1.8347 | 1.7123 | 1.7056 | 1.6302 |
Largest Winning Trade | 710326 | 710326 | 75676 | 2769372 | 2769372 | 2078244 |
Largest Losing Trade | -42632 | -42632 | -26819 | -1167343 | -1167343 | -828347 |
Avg Bars in Trades | 49 | 42 | 57 | 49 | 42 | 57 |
Avg Bars in Winners | 72 | 55 | 93 | 72 | 55 | 93 |
Avg Bars in Losers | 32 | 30 | 34 | 32 | 30 | 34 |
Bars Traded | 7118 | 3025 | 4093 | 7118 | 3025 | 4093 |
Profit Streak | 8.157 | 11.407 | 0 | 8.157 | 11.407 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434169 | -65436 | -412864 | 263413 | -70150 | -482355 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 16, "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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