Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293192.5287 | 40282.1739 | 252910.3548 | 597675.4465 | 9387.2668 | 588288.1797 |
Total P&L (%) | 293.1925 | 40.2822 | 252.9104 | 597.6754 | 9.3873 | 588.2882 |
Avg Daily Profit (%) | 0.1926 | 0.0265 | 0.1662 | 0.1277 | 0.0059 | 0.1268 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64244 | -56634 | -35475 | -686689 | -321231 | -394489 |
Profit Factor | 1.9418 | 1.2453 | 2.7196 | 1.458 | 1.0138 | 1.9416 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Profitability (%) | 54.5455 | 43.5897 | 65.7895 | 54.5455 | 43.5897 | 65.7895 |
Ratio Avg Win / Avg Loss | 1.6182 | 1.6115 | 1.4142 | 1.215 | 1.312 | 1.0096 |
Largest Winning Trade | 71469 | 46581 | 71469 | 311762 | 247331 | 311762 |
Largest Losing Trade | -35475 | -19684 | -35475 | -212161 | -114921 | -212161 |
Avg Bars in Trades | 37 | 33 | 41 | 37 | 33 | 41 |
Avg Bars in Winners | 43 | 36 | 47 | 43 | 36 | 47 |
Avg Bars in Losers | 29 | 30 | 28 | 29 | 30 | 28 |
Bars Traded | 2860 | 1297 | 1562 | 2860 | 1297 | 1562 |
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 | -34442 | -161325 | 484905 | -66742 | -558545 | -18654 |
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{ "first_band": { "type": "pwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 88, "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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