Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1157009.8795 | 957385.1592 | 199624.7202 | 30959001.0944 | 13416895.1043 | 17542105.9901 |
Total P&L (%) | 1157.0099 | 957.3852 | 199.6247 | 30959.0011 | 13416.8951 | 17542.106 |
Avg Daily Profit (%) | 0.4619 | 0.3822 | 0.0797 | 0.2294 | 0.1961 | 0.2067 |
Buy And Hold Return (%) | 392.1786 | 392.1786 | 392.1786 | 392.1786 | 392.1786 | 392.1786 |
Max Trade Drawdown | -74244 | -44444 | -61489 | -16945124 | -15404945 | -6717106 |
Profit Factor | 3.3098 | 4.8793 | 1.7855 | 1.537 | 1.3582 | 1.8688 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 56.6372 | 56.1404 | 57.1429 | 56.6372 | 56.1404 | 57.1429 |
Ratio Avg Win / Avg Loss | 2.534 | 3.8119 | 1.3392 | 1.1768 | 1.0611 | 1.4016 |
Largest Winning Trade | 449287 | 449287 | 58397 | 11791370 | 11791370 | 4825858 |
Largest Losing Trade | -42409 | -28843 | -42409 | -6717106 | -6120049 | -6717106 |
Avg Bars in Trades | 64 | 80 | 48 | 64 | 80 | 48 |
Avg Bars in Winners | 80 | 97 | 63 | 80 | 97 | 63 |
Avg Bars in Losers | 44 | 59 | 28 | 44 | 59 | 28 |
Bars Traded | 7305 | 4593 | 2712 | 7305 | 4593 | 2712 |
Profit Streak | 21.6128 | 21.6128 | 25.9462 | 21.6128 | 21.6128 | 25.9462 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563713 | -165355 | -428628 | 433109 | -170265 | -168056 |
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{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 161, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 180, "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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