Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1040196.7464 | 1180748.532 | -140551.7856 | -45178.7973 | 709503.9289 | -754682.7261 |
Total P&L (%) | 1040.1967 | 1180.7485 | -140.5518 | -45.1788 | 709.5039 | -754.6827 |
Avg Daily Profit (%) | 0.5722 | 0.6495 | -0.0773 | -0.0331 | 0.1151 | 0 |
Buy And Hold Return (%) | 700.5405 | 700.5405 | 700.5405 | 700.5405 | 700.5405 | 700.5405 |
Max Trade Drawdown | -215248 | -170924 | -168503 | -1627562 | -1117286 | -900444 |
Profit Factor | 2.2525 | 3.7967 | 0.6558 | 0.9889 | 1.3036 | 0.5691 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 43.617 | 42.5532 | 44.6809 | 43.617 | 42.5532 | 44.6809 |
Ratio Avg Win / Avg Loss | 2.9118 | 5.1255 | 0.8119 | 1.2784 | 1.7599 | 0.7046 |
Largest Winning Trade | 856579 | 856579 | 64139 | 1264587 | 1264587 | 401968 |
Largest Losing Trade | -49082 | -43896 | -49082 | -414999 | -414999 | -302320 |
Avg Bars in Trades | 37 | 44 | 30 | 37 | 44 | 30 |
Avg Bars in Winners | 48 | 58 | 40 | 48 | 58 | 40 |
Avg Bars in Losers | 28 | 33 | 22 | 28 | 33 | 22 |
Bars Traded | 3495 | 2073 | 1423 | 3495 | 2073 | 1423 |
Profit Streak | 0 | 99.8043 | 0 | 0 | 99.8043 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1661 | 300527 | -582765 | -581342 | -200965 | -582765 |
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{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 82, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 82, "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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