Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245579.2119 | 193204.9375 | 52374.2744 | 416880.0423 | 328791.0461 | 88088.9963 |
Total P&L (%) | 245.5792 | 193.2049 | 52.3743 | 416.88 | 328.791 | 88.089 |
Avg Daily Profit (%) | 0.4715 | 0.371 | 0.1006 | 0.3159 | 0.2799 | 0.1214 |
Buy And Hold Return (%) | 65.4293 | 65.4293 | 65.4293 | 65.4293 | 65.4293 | 65.4293 |
Max Trade Drawdown | -45251 | -48229 | -58367 | -114676 | -119786 | -111915 |
Profit Factor | 1.373 | 1.5876 | 1.1589 | 1.275 | 1.44 | 1.1146 |
Total Trades | 420 | 210 | 210 | 420 | 210 | 210 |
Winning Trades | 204 | 101 | 103 | 204 | 101 | 103 |
Losing Trades | 216 | 109 | 107 | 216 | 109 | 107 |
Profitability (%) | 48.5714 | 48.0952 | 49.0476 | 48.5714 | 48.0952 | 49.0476 |
Ratio Avg Win / Avg Loss | 1.4537 | 1.7134 | 1.2039 | 1.35 | 1.554 | 1.1579 |
Largest Winning Trade | 79759 | 79759 | 19806 | 96422 | 96422 | 52133 |
Largest Losing Trade | -16025 | -16025 | -12748 | -56289 | -35917 | -56289 |
Avg Bars in Trades | 58 | 58 | 58 | 58 | 58 | 58 |
Avg Bars in Winners | 75 | 74 | 76 | 75 | 74 | 76 |
Avg Bars in Losers | 42 | 44 | 41 | 42 | 44 | 41 |
Bars Traded | 24608 | 12370 | 12238 | 24608 | 12370 | 12238 |
Profit Streak | 9.6236 | 16.7903 | 9.6236 | 9.6236 | 16.7903 | 9.6236 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 384730 | 347371 | -269570 | 388102 | 352986 | -182764 |
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{ "first_band": { "type": "pwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "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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