Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851369.3992 | 790063.5134 | 61305.8858 | 1515600.677 | -508693.3269 | 2024294.004 |
Total P&L (%) | 851.3694 | 790.0635 | 61.3059 | 1515.6007 | -508.6933 | 2024.294 |
Avg Daily Profit (%) | 0.452 | 0.4195 | 0.0325 | 0.1478 | 0 | 0.1624 |
Buy And Hold Return (%) | 324.23 | 324.23 | 324.23 | 324.23 | 324.23 | 324.23 |
Max Trade Drawdown | -149133 | -124778 | -105093 | -5389253 | -5401731 | -2488305 |
Profit Factor | 1.6002 | 2.1407 | 1.0845 | 1.0486 | 0.9684 | 1.1344 |
Total Trades | 373 | 187 | 186 | 373 | 187 | 186 |
Winning Trades | 155 | 67 | 88 | 155 | 67 | 88 |
Losing Trades | 218 | 120 | 98 | 218 | 120 | 98 |
Profitability (%) | 41.555 | 35.8289 | 47.3118 | 41.555 | 35.8289 | 47.3118 |
Ratio Avg Win / Avg Loss | 2.2506 | 3.8341 | 1.2077 | 1.4749 | 1.7344 | 1.2633 |
Largest Winning Trade | 227219 | 227219 | 28111 | 1946553 | 1946553 | 1375838 |
Largest Losing Trade | -41978 | -28257 | -41978 | -1012430 | -881644 | -1012430 |
Avg Bars in Trades | 60 | 57 | 62 | 60 | 57 | 62 |
Avg Bars in Winners | 89 | 92 | 87 | 89 | 92 | 87 |
Avg Bars in Losers | 38 | 37 | 40 | 38 | 37 | 40 |
Bars Traded | 22406 | 10721 | 11685 | 22406 | 10721 | 11685 |
Profit Streak | 19.2757 | 19.2757 | 35.0257 | 19.2757 | 19.2757 | 35.0257 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342275 | 197248 | -442443 | -164192 | -582529 | -65126 |
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{ "first_band": { "type": "pwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 60, "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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