Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328257.2595 | 251310.4555 | 76946.804 | -54210.2476 | 56209.0404 | -110419.2881 |
Total P&L (%) | 328.2573 | 251.3105 | 76.9468 | -54.2102 | 56.209 | -110.4193 |
Avg Daily Profit (%) | 0.1507 | 0.1153 | 0.0353 | -0.0358 | 0.0205 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171592 | -80549 | -228281 | -161197 | -75585 | -175230 |
Profit Factor | 1.2607 | 1.4279 | 1.1145 | 0.9377 | 1.1405 | 0.765 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 135 | 62 | 73 | 135 | 62 | 73 |
Losing Trades | 114 | 63 | 51 | 114 | 63 | 51 |
Profitability (%) | 54.2169 | 49.6 | 58.871 | 54.2169 | 49.6 | 58.871 |
Ratio Avg Win / Avg Loss | 1.0646 | 1.4509 | 0.7786 | 0.7918 | 1.1589 | 0.5344 |
Largest Winning Trade | 79004 | 79004 | 46119 | 75574 | 75574 | 19299 |
Largest Losing Trade | -63646 | -48644 | -63646 | -76763 | -53630 | -76763 |
Avg Bars in Trades | 34 | 40 | 28 | 34 | 40 | 28 |
Avg Bars in Winners | 40 | 47 | 35 | 40 | 47 | 35 |
Avg Bars in Losers | 27 | 34 | 18 | 27 | 34 | 18 |
Bars Traded | 8603 | 5121 | 3482 | 8603 | 5121 | 3482 |
Profit Streak | 0 | 0 | 34.7758 | 0 | 0 | 34.7758 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 320124 | -38524 | -239747 | -578928 | -232771 | -578582 |
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{ "first_band": { "type": "pwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 103, "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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