Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1252599.9228 | 1160862.0715 | 91737.8512 | 56752219.8086 | 30855113.2036 | 25897106.605 |
Total P&L (%) | 1252.5999 | 1160.8621 | 91.7379 | 56752.2198 | 30855.1132 | 25897.1066 |
Avg Daily Profit (%) | 0.5494 | 0.5092 | 0.0402 | 0.2786 | 0.2519 | 0.2442 |
Buy And Hold Return (%) | 9868.7667 | 9868.7667 | 9868.7667 | 9868.7667 | 9868.7667 | 9868.7667 |
Max Trade Drawdown | -100616 | -53532 | -121806 | -5448553 | -6677710 | -4090011 |
Profit Factor | 3.5815 | 6.202 | 1.3501 | 3.5783 | 2.9369 | 5.2585 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 58.9474 | 55.3191 | 62.5 | 58.9474 | 55.3191 | 62.5 |
Ratio Avg Win / Avg Loss | 2.4943 | 5.0093 | 0.81 | 2.4921 | 2.3721 | 3.1551 |
Largest Winning Trade | 347419 | 347419 | 30093 | 16739088 | 16739088 | 6794125 |
Largest Losing Trade | -50280 | -34757 | -50280 | -4437601 | -4437601 | -1398334 |
Avg Bars in Trades | 90 | 127 | 54 | 90 | 127 | 54 |
Avg Bars in Winners | 105 | 149 | 66 | 105 | 149 | 66 |
Avg Bars in Losers | 69 | 100 | 34 | 69 | 100 | 34 |
Bars Traded | 8630 | 6000 | 2630 | 8630 | 6000 | 2630 |
Profit Streak | 28.2719 | 0 | 341.2719 | 28.2719 | 0 | 341.2719 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146045 | -145798 | -303099 | 596970 | 427008 | 578440 |
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{ "first_band": { "type": "pwma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 233, "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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