Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 30937.797 | 8720.674 | 22217.123 | 31644.3654 | 7332.9754 | 24311.39 |
Total P&L (%) | 30.9378 | 8.7207 | 22.2171 | 31.6444 | 7.333 | 24.3114 |
Avg Daily Profit (%) | 0.594 | 0.1674 | 0.4266 | 0.5293 | 0.136 | 0.4187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -14102 | -14521 | -12671 | -16578 | -17332 | -14363 |
Profit Factor | 1.318 | 1.1915 | 1.4292 | 1.2798 | 1.1375 | 1.4067 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 90 | 49 | 41 | 90 | 49 | 41 |
Losing Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Profitability (%) | 55.5556 | 60.4938 | 50.6173 | 55.5556 | 60.4938 | 50.6173 |
Ratio Avg Win / Avg Loss | 1.0544 | 0.7782 | 1.3943 | 1.0238 | 0.7429 | 1.3724 |
Largest Winning Trade | 7681 | 6021 | 7681 | 8608 | 6403 | 8608 |
Largest Losing Trade | -7769 | -7769 | -7130 | -9376 | -9376 | -8279 |
Avg Bars in Trades | 145 | 143 | 146 | 145 | 143 | 146 |
Avg Bars in Winners | 107 | 99 | 116 | 107 | 99 | 116 |
Avg Bars in Losers | 193 | 211 | 178 | 193 | 211 | 178 |
Bars Traded | 23548 | 11647 | 11901 | 23548 | 11647 | 11901 |
Profit Streak | 4.3922 | 4.8026 | 4.3922 | 4.3922 | 4.8026 | 4.3922 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315168 | -180876 | -8305 | 289104 | -259187 | -7113 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 195, "offset": 222 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 195, "offset": 222 } } }
# | 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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