Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1550562.3408 | 1505042.0185 | 45520.3222 | 21348216.2809 | 19796733.0515 | 1551483.2294 |
Total P&L (%) | 1550.5623 | 1505.042 | 45.5203 | 21348.2163 | 19796.7331 | 1551.4832 |
Avg Daily Profit (%) | 0.8301 | 0.8057 | 0.0244 | 0.2878 | 0.2838 | 0.1502 |
Buy And Hold Return (%) | 7489.374 | 7489.374 | 7489.374 | 7489.374 | 7489.374 | 7489.374 |
Max Trade Drawdown | -96322 | -102052 | -71334 | -3486959 | -3214979 | -2839227 |
Profit Factor | 4.3835 | 7.7885 | 1.1924 | 2.1172 | 3.5359 | 1.1373 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 45.4545 | 43.1818 | 47.7273 | 45.4545 | 43.1818 | 47.7273 |
Ratio Avg Win / Avg Loss | 5.2602 | 10.248 | 1.306 | 2.5407 | 4.6526 | 1.2456 |
Largest Winning Trade | 693893 | 693893 | 62136 | 5541623 | 5541623 | 4067826 |
Largest Losing Trade | -39173 | -39173 | -29526 | -2725931 | -1649687 | -2725931 |
Avg Bars in Trades | 60 | 61 | 59 | 60 | 61 | 59 |
Avg Bars in Winners | 102 | 114 | 90 | 102 | 114 | 90 |
Avg Bars in Losers | 26 | 20 | 31 | 26 | 20 | 31 |
Bars Traded | 5334 | 2704 | 2630 | 5334 | 2704 | 2630 |
Profit Streak | 0 | 225.6245 | 0 | 0 | 225.6245 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146775 | -145315 | -335787 | 289362 | 389163 | -228510 |
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{ "first_band": { "type": "pwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 14, "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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