Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1313046.7125 | 1307942.5536 | 5104.159 | 869315.0397 | 3401256.6231 | -2531941.5835 |
Total P&L (%) | 1313.0467 | 1307.9426 | 5.1042 | 869.315 | 3401.2566 | -2531.9416 |
Avg Daily Profit (%) | 0.722 | 0.7192 | 0.0028 | 0.125 | 0.1957 | 0 |
Buy And Hold Return (%) | 620.9354 | 620.9354 | 620.9354 | 620.9354 | 620.9354 | 620.9354 |
Max Trade Drawdown | -146153 | -107933 | -96560 | -3706667 | -1445786 | -3034672 |
Profit Factor | 3.285 | 5.5568 | 1.0177 | 1.0969 | 1.9227 | 0.5208 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.9459 | 43.2432 | 48.6486 | 45.9459 | 43.2432 | 48.6486 |
Ratio Avg Win / Avg Loss | 3.8647 | 7.2932 | 1.0743 | 1.2905 | 2.5235 | 0.5497 |
Largest Winning Trade | 892581 | 892581 | 62723 | 3208911 | 3208911 | 443247 |
Largest Losing Trade | -44661 | -43312 | -44661 | -1580043 | -603902 | -1580043 |
Avg Bars in Trades | 70 | 92 | 48 | 70 | 92 | 48 |
Avg Bars in Winners | 87 | 120 | 58 | 87 | 120 | 58 |
Avg Bars in Losers | 56 | 71 | 39 | 56 | 71 | 39 |
Bars Traded | 5238 | 3429 | 1809 | 5238 | 3429 | 1809 |
Profit Streak | 0 | 102.9716 | 0 | 0 | 102.9716 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -57699 | 462053 | -556367 | -251360 | 323028 | -581298 |
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{ "first_band": { "type": "pwma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 177, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "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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