Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234388.0491 | 219258.2262 | 15129.8229 | -92366.9843 | 1070826.7533 | -1163193.7376 |
Total P&L (%) | 234.388 | 219.2582 | 15.1298 | -92.367 | 1070.8268 | -1163.1937 |
Avg Daily Profit (%) | 0.1653 | 0.1547 | 0.0107 | -0.1813 | 0.1737 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -157579 | -39094 | -118485 | -1592912 | -117478 | -1640804 |
Profit Factor | 1.5172 | 2.8024 | 1.0456 | 0.97 | 3.6241 | 0.5647 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 60.3175 | 59.375 | 61.2903 | 60.3175 | 59.375 | 61.2903 |
Ratio Avg Win / Avg Loss | 0.9982 | 1.9174 | 0.6604 | 0.6382 | 2.4797 | 0.3566 |
Largest Winning Trade | 45598 | 45598 | 41369 | 328460 | 302489 | 328460 |
Largest Losing Trade | -98840 | -22355 | -98840 | -1542846 | -117478 | -1542846 |
Avg Bars in Trades | 63 | 45 | 80 | 63 | 45 | 80 |
Avg Bars in Winners | 49 | 34 | 64 | 49 | 34 | 64 |
Avg Bars in Losers | 83 | 62 | 107 | 83 | 62 | 107 |
Bars Traded | 3969 | 1459 | 2510 | 3969 | 1459 | 2510 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142592 | 495546 | -359282 | -730440 | 568145 | -579354 |
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{ "first_band": { "type": "midprice", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 164, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 147, "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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