Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667079.2051 | 524631.6455 | 142447.5595 | 686383.6503 | 351051.6373 | 335332.013 |
Total P&L (%) | 667.0792 | 524.6316 | 142.4476 | 686.3837 | 351.0516 | 335.332 |
Avg Daily Profit (%) | 0.3507 | 0.2758 | 0.0749 | 0.1085 | 0.0792 | 0.0774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106613 | -91172 | -126380 | -1215892 | -1008482 | -582401 |
Profit Factor | 1.7601 | 2.0714 | 1.3672 | 1.1039 | 1.0918 | 1.1205 |
Total Trades | 151 | 76 | 75 | 151 | 76 | 75 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 85 | 48 | 37 | 85 | 48 | 37 |
Profitability (%) | 43.7086 | 36.8421 | 50.6667 | 43.7086 | 36.8421 | 50.6667 |
Ratio Avg Win / Avg Loss | 2.2668 | 3.5509 | 1.3312 | 1.4217 | 1.8716 | 1.0911 |
Largest Winning Trade | 277399 | 277399 | 55820 | 887532 | 887532 | 383887 |
Largest Losing Trade | -43242 | -31365 | -43242 | -384197 | -323799 | -384197 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 76 | 88 | 66 | 76 | 88 | 66 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 7415 | 3728 | 3686 | 7415 | 3728 | 3686 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396285 | -41951 | -149324 | -155642 | -260190 | -234452 |
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{ "first_band": { "type": "pwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "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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