Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1116958.5737 | 1128481.4456 | -11522.8719 | 459010.6964 | 1423787.2989 | -964776.6025 |
Total P&L (%) | 1116.9586 | 1128.4814 | -11.5229 | 459.0107 | 1423.7873 | -964.7766 |
Avg Daily Profit (%) | 0.6154 | 0.6218 | -0.0063 | 0.0949 | 0.1502 | 0 |
Buy And Hold Return (%) | 700.4242 | 700.4242 | 700.4242 | 700.4242 | 700.4242 | 700.4242 |
Max Trade Drawdown | -157996 | -87374 | -129425 | -1280150 | -773405 | -1173365 |
Profit Factor | 2.9425 | 4.6512 | 0.9567 | 1.124 | 1.8197 | 0.5093 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.7272 | 5.8915 | 1.2118 | 1.4237 | 2.305 | 0.6451 |
Largest Winning Trade | 789281 | 789281 | 47058 | 941554 | 941554 | 224521 |
Largest Losing Trade | -64366 | -64366 | -30960 | -497428 | -387767 | -497428 |
Avg Bars in Trades | 74 | 102 | 47 | 74 | 102 | 47 |
Avg Bars in Winners | 91 | 120 | 63 | 91 | 120 | 63 |
Avg Bars in Losers | 61 | 88 | 35 | 61 | 88 | 35 |
Bars Traded | 5094 | 3482 | 1612 | 5094 | 3482 | 1612 |
Profit Streak | 103.5189 | 103.5189 | 303.1856 | 103.5189 | 103.5189 | 303.1856 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107054 | 300729 | -580048 | -430938 | 109691 | -581714 |
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{ "first_band": { "type": "pwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 145, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 229, "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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