Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2945570.151 | 2873256.1779 | 72313.973 | 38993336.4157 | 36440301.4713 | 2553034.9444 |
Total P&L (%) | 2945.5702 | 2873.2562 | 72.314 | 38993.3364 | 36440.3015 | 2553.0349 |
Avg Daily Profit (%) | 1.5762 | 1.5375 | 0.0387 | 0.3199 | 0.3163 | 0.1756 |
Buy And Hold Return (%) | 7625.9353 | 7625.9353 | 7625.9353 | 7625.9353 | 7625.9353 | 7625.9353 |
Max Trade Drawdown | -144385 | -92637 | -68089 | -15128836 | -5082443 | -10071745 |
Profit Factor | 7.4927 | 16.2043 | 1.2732 | 1.8412 | 3.5916 | 1.0791 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 41.25 | 40 | 42.5 | 41.25 | 40 | 42.5 |
Ratio Avg Win / Avg Loss | 10.6715 | 24.3065 | 1.7226 | 2.6223 | 5.3875 | 1.4599 |
Largest Winning Trade | 2166471 | 2166471 | 66005 | 11959600 | 11959600 | 10501866 |
Largest Losing Trade | -28766 | -25420 | -28766 | -4960497 | -3416068 | -4960497 |
Avg Bars in Trades | 89 | 90 | 87 | 89 | 90 | 87 |
Avg Bars in Winners | 154 | 174 | 135 | 154 | 174 | 135 |
Avg Bars in Losers | 43 | 34 | 52 | 43 | 34 | 52 |
Bars Traded | 7129 | 3620 | 3509 | 7129 | 3620 | 3509 |
Profit Streak | 0 | 170.7671 | 0 | 0 | 170.7671 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170590 | -146335 | -308846 | -15881 | 409348 | -294400 |
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{ "first_band": { "type": "pwma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 175, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 38, "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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