Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 155607.3153 | -32456.7011 | 188064.0164 | 51671.0885 | -33440.2062 | 85111.2947 |
Total P&L (%) | 155.6073 | -32.4567 | 188.064 | 51.6711 | -33.4402 | 85.1113 |
Avg Daily Profit (%) | 0.1493 | -0.0311 | 0.1804 | 0.04 | -0.039 | 0.0591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108506 | -99604 | -56760 | -317892 | -172725 | -209645 |
Profit Factor | 1.4211 | 0.8432 | 2.1571 | 1.0736 | 0.8934 | 1.2193 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 62.5 | 58.3333 | 66.6667 | 62.5 | 58.3333 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.8527 | 0.6023 | 1.0785 | 0.6442 | 0.6381 | 0.6097 |
Largest Winning Trade | 37858 | 27273 | 37858 | 69537 | 65786 | 69537 |
Largest Losing Trade | -56760 | -34348 | -56760 | -209645 | -57701 | -209645 |
Avg Bars in Trades | 40 | 29 | 50 | 40 | 29 | 50 |
Avg Bars in Winners | 33 | 22 | 42 | 33 | 22 | 42 |
Avg Bars in Losers | 51 | 37 | 68 | 51 | 37 | 68 |
Bars Traded | 2881 | 1047 | 1834 | 2881 | 1047 | 1834 |
Profit Streak | 25.9099 | 34.5766 | 25.9099 | 25.9099 | 34.5766 | 25.9099 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74974 | -578429 | 490467 | -362308 | -578429 | -112910 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 123, "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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