Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338136.9818 | 312212.2265 | 25924.7553 | 10067310.8859 | 4716413.288 | 5350897.5979 |
Total P&L (%) | 338.137 | 312.2122 | 25.9248 | 10067.3109 | 4716.4133 | 5350.8976 |
Avg Daily Profit (%) | 0.1556 | 0.1437 | 0.0119 | 0.213 | 0.1785 | 0.1842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -354758 | -59758 | -354070 | -1191603 | -753843 | -838531 |
Profit Factor | 1.3898 | 2.1468 | 1.0436 | 2.8588 | 3.0388 | 2.7246 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 75 | 33 | 42 | 73 | 34 | 39 |
Losing Trades | 36 | 22 | 14 | 38 | 21 | 17 |
Profitability (%) | 67.5676 | 60 | 75 | 65.7658 | 61.8182 | 69.6429 |
Ratio Avg Win / Avg Loss | 0.6671 | 1.4312 | 0.3479 | 1.4881 | 1.8769 | 1.1877 |
Largest Winning Trade | 79159 | 79159 | 48754 | 1197788 | 900566 | 1197788 |
Largest Losing Trade | -268357 | -33781 | -268357 | -767121 | -556395 | -767121 |
Avg Bars in Trades | 73 | 74 | 72 | 73 | 74 | 72 |
Avg Bars in Winners | 56 | 53 | 58 | 59 | 53 | 64 |
Avg Bars in Losers | 110 | 105 | 117 | 101 | 109 | 92 |
Bars Traded | 8183 | 4102 | 4081 | 8183 | 4102 | 4081 |
Profit Streak | 287.0318 | 344.5318 | 287.0318 | 287.0318 | 344.5318 | 287.0318 |
Trades During Streak | 14 | 8 | 7 | 14 | 8 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372401 | -175534 | -530028 | 590325 | -163420 | -164083 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 192, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 192, "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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