Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138983.915 | 98879.2631 | 40104.6519 | 141539.495 | 176333.4528 | -34793.9578 |
Total P&L (%) | 138.9839 | 98.8793 | 40.1047 | 141.5395 | 176.3335 | -34.794 |
Avg Daily Profit (%) | 0.5337 | 0.3797 | 0.154 | 0.3392 | 0.3911 | -0.1641 |
Buy And Hold Return (%) | 14.1383 | 14.1383 | 14.1383 | 14.1383 | 14.1383 | 14.1383 |
Max Trade Drawdown | -53307 | -23472 | -58747 | -200487 | -49664 | -195082 |
Profit Factor | 1.2035 | 1.3231 | 1.1064 | 1.0877 | 1.2526 | 0.962 |
Total Trades | 571 | 285 | 286 | 571 | 285 | 286 |
Winning Trades | 318 | 154 | 164 | 318 | 154 | 164 |
Losing Trades | 253 | 131 | 122 | 253 | 131 | 122 |
Profitability (%) | 55.6918 | 54.0351 | 57.3427 | 55.6918 | 54.0351 | 57.3427 |
Ratio Avg Win / Avg Loss | 0.9575 | 1.1255 | 0.823 | 0.8654 | 1.0655 | 0.7156 |
Largest Winning Trade | 13474 | 12197 | 13474 | 42002 | 25571 | 42002 |
Largest Losing Trade | -38345 | -20998 | -38345 | -130303 | -41837 | -130303 |
Avg Bars in Trades | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Winners | 35 | 35 | 36 | 35 | 35 | 36 |
Avg Bars in Losers | 52 | 49 | 56 | 52 | 49 | 56 |
Bars Traded | 24743 | 11871 | 12872 | 24743 | 11871 | 12872 |
Profit Streak | 2.7552 | 0 | 3.2761 | 2.7552 | 0 | 3.2761 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332934 | 339845 | -101607 | -115917 | 327986 | -581168 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 171, "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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