Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347562.4653 | 295954.4823 | 51607.983 | 43303.3548 | 188019.5941 | -144716.2393 |
Total P&L (%) | 347.5625 | 295.9545 | 51.608 | 43.3034 | 188.0196 | -144.7162 |
Avg Daily Profit (%) | 0.1857 | 0.1581 | 0.0276 | 0.0192 | 0.0565 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113709 | -95652 | -108243 | -278998 | -122570 | -265764 |
Profit Factor | 1.7137 | 2.092 | 1.239 | 1.0668 | 1.6459 | 0.5948 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 52.6316 | 52.6316 | 52.6316 | 52.6316 | 52.6316 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.5423 | 1.8828 | 1.1151 | 0.9601 | 1.4814 | 0.5353 |
Largest Winning Trade | 224570 | 224570 | 23337 | 221769 | 221769 | 37281 |
Largest Losing Trade | -73557 | -53079 | -73557 | -235768 | -122570 | -235768 |
Avg Bars in Trades | 69 | 91 | 46 | 69 | 91 | 46 |
Avg Bars in Winners | 78 | 96 | 61 | 78 | 96 | 61 |
Avg Bars in Losers | 58 | 86 | 31 | 58 | 86 | 31 |
Bars Traded | 5266 | 3481 | 1785 | 5266 | 3481 | 1785 |
Profit Streak | 39.3634 | 39.3634 | 146.03 | 39.3634 | 39.3634 | 146.03 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -41702 | 437105 | -155858 | -370263 | -114532 | -579072 |
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{ "first_band": { "type": "pwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 174, "offset": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 99, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 174, "offset": 2 } } }
# | 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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