Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3627022.5613 | 3442923.0108 | 184099.5505 | 373652119.2805 | 234184831.183 | 139467288.0975 |
Total P&L (%) | 3627.0226 | 3442.923 | 184.0996 | 373652.1193 | 234184.8312 | 139467.2881 |
Avg Daily Profit (%) | 1.5962 | 1.5152 | 0.081 | 0.3627 | 0.342 | 0.3192 |
Buy And Hold Return (%) | 9534.7506 | 9534.7506 | 9534.7506 | 9534.7506 | 9534.7506 | 9534.7506 |
Max Trade Drawdown | -77462 | -79959 | -29433 | -125932657 | -146842944 | -10390395 |
Profit Factor | 10.4577 | 13.2412 | 2.8006 | 2.3937 | 1.9609 | 6.716 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 29 | 20 | 9 | 29 | 20 | 9 |
Profitability (%) | 59.7222 | 44.4444 | 75 | 59.7222 | 44.4444 | 75 |
Ratio Avg Win / Avg Loss | 7.0529 | 16.5516 | 0.9335 | 1.6143 | 2.4512 | 2.2387 |
Largest Winning Trade | 2309033 | 2309033 | 39619 | 264887864 | 264887864 | 43402071 |
Largest Losing Trade | -37914 | -37914 | -26342 | -125932657 | -125932657 | -8595758 |
Avg Bars in Trades | 90 | 124 | 56 | 90 | 124 | 56 |
Avg Bars in Winners | 100 | 164 | 62 | 100 | 164 | 62 |
Avg Bars in Losers | 75 | 92 | 38 | 75 | 92 | 38 |
Bars Traded | 6528 | 4488 | 2040 | 6528 | 4488 | 2040 |
Profit Streak | 105.1961 | 105.1961 | 806.5294 | 105.1961 | 105.1961 | 806.5294 |
Trades During Streak | 3 | 1 | 10 | 3 | 1 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -224277 | -145064 | -243316 | -66896 | 409508 | 801377 |
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{ "first_band": { "type": "pwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 182, "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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