Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 279786.1664 | 271397.1768 | 8388.9896 | 75920.006 | 765747.3145 | -689827.3085 |
Total P&L (%) | 279.7862 | 271.3972 | 8.389 | 75.92 | 765.7473 | -689.8273 |
Avg Daily Profit (%) | 0.1981 | 0.1922 | 0.0059 | 0.04 | 0.153 | 0 |
Buy And Hold Return (%) | 69.6122 | 69.6122 | 69.6122 | 69.6122 | 69.6122 | 69.6122 |
Max Trade Drawdown | -173517 | -64217 | -174369 | -1839818 | -514880 | -1615225 |
Profit Factor | 1.6305 | 2.408 | 1.0334 | 1.0216 | 1.5723 | 0.6833 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 50.8197 | 51.6129 | 50 | 50.8197 | 51.6129 | 50 |
Ratio Avg Win / Avg Loss | 1.5779 | 2.2575 | 1.0334 | 0.9886 | 1.474 | 0.6833 |
Largest Winning Trade | 107306 | 107306 | 58599 | 771829 | 771829 | 350917 |
Largest Losing Trade | -74103 | -24838 | -74103 | -553903 | -215586 | -553903 |
Avg Bars in Trades | 64 | 49 | 80 | 64 | 49 | 80 |
Avg Bars in Winners | 73 | 58 | 89 | 73 | 58 | 89 |
Avg Bars in Losers | 56 | 40 | 72 | 56 | 40 | 72 |
Bars Traded | 3963 | 1538 | 2426 | 3963 | 1538 | 2426 |
Profit Streak | 483.4242 | 483.4242 | 486.0908 | 483.4242 | 483.4242 | 486.0908 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156445 | 380997 | -533888 | -640420 | 364937 | -580241 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 36, "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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