Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6007509.145 | 6215133.2821 | -207624.1371 | -142373.5852 | -355769.4948 | 213395.9097 |
Total P&L (%) | 6007.5091 | 6215.1333 | -207.6241 | -142.3736 | -355.7695 | 213.3959 |
Avg Daily Profit (%) | 3.0604 | 3.1661 | -0.1058 | 0 | 0 | 0.0582 |
Buy And Hold Return (%) | 1642.7653 | 1642.7653 | 1642.7653 | 1642.7653 | 1642.7653 | 1642.7653 |
Max Trade Drawdown | -214528 | -90479 | -251512 | -639925 | -521690 | -118235 |
Profit Factor | 10.3752 | 24.9292 | 0.4551 | 0.8278 | 0.4096 | 1.9519 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 16 | 15 | 44 | 23 | 21 |
Losing Trades | 45 | 22 | 23 | 32 | 15 | 17 |
Profitability (%) | 40.7895 | 42.1053 | 39.4737 | 57.8947 | 60.5263 | 55.2632 |
Ratio Avg Win / Avg Loss | 15.0608 | 34.2776 | 0.6979 | 0.602 | 0.2671 | 1.5801 |
Largest Winning Trade | 6324369 | 6324369 | 30496 | 206455 | 68361 | 206455 |
Largest Losing Trade | -115996 | -56501 | -115996 | -457431 | -457431 | -47727 |
Avg Bars in Trades | 141 | 161 | 122 | 141 | 161 | 122 |
Avg Bars in Winners | 225 | 249 | 199 | 89 | 104 | 72 |
Avg Bars in Losers | 84 | 97 | 72 | 214 | 248 | 184 |
Bars Traded | 10783 | 6128 | 4655 | 10783 | 6128 | 4655 |
Profit Streak | 533.8039 | 533.8039 | 579.6372 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -35270 | 678964 | -584275 | -633254 | -579400 | -276570 |
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{ "first_band": { "type": "pwma", "factors": { "length": 140, "offset": 201 } }, "second_band": { "type": "midpoint", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 140, "offset": 201 } }, "second_band": { "type": "midpoint", "factors": { "length": 194, "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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