Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 239496.9369 | 193521.8528 | 45975.0841 | 361144.3514 | 276527.1845 | 84617.1669 |
Total P&L (%) | 239.4969 | 193.5219 | 45.9751 | 361.1444 | 276.5272 | 84.6172 |
Avg Daily Profit (%) | 0.4598 | 0.3716 | 0.0883 | 0.2939 | 0.2549 | 0.1178 |
Buy And Hold Return (%) | 72.069 | 72.069 | 72.069 | 72.069 | 72.069 | 72.069 |
Max Trade Drawdown | -62507 | -41995 | -38789 | -184213 | -132486 | -124767 |
Profit Factor | 1.3591 | 1.5893 | 1.1358 | 1.2366 | 1.3721 | 1.108 |
Total Trades | 458 | 229 | 229 | 458 | 229 | 229 |
Winning Trades | 199 | 95 | 104 | 199 | 95 | 104 |
Losing Trades | 259 | 134 | 125 | 259 | 134 | 125 |
Profitability (%) | 43.4498 | 41.4847 | 45.4148 | 43.4498 | 41.4847 | 45.4148 |
Ratio Avg Win / Avg Loss | 1.7689 | 2.2418 | 1.3652 | 1.6094 | 1.9354 | 1.3317 |
Largest Winning Trade | 97291 | 97291 | 20672 | 117198 | 117198 | 67316 |
Largest Losing Trade | -12796 | -12069 | -12796 | -58895 | -38295 | -58895 |
Avg Bars in Trades | 54 | 52 | 55 | 54 | 52 | 55 |
Avg Bars in Winners | 74 | 75 | 73 | 74 | 75 | 73 |
Avg Bars in Losers | 38 | 36 | 40 | 38 | 36 | 40 |
Bars Traded | 24779 | 12037 | 12742 | 24779 | 12037 | 12742 |
Profit Streak | 8.0989 | 10.7031 | 8.0989 | 8.0989 | 10.7031 | 8.0989 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338718 | 250341 | -313037 | 314621 | 203498 | -250122 |
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{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 130, "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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