Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 359076.3025 | 331715.5777 | 27360.7249 | -75010.269 | 15176.7823 | -90187.0513 |
Total P&L (%) | 359.0763 | 331.7156 | 27.3607 | -75.0103 | 15.1768 | -90.1871 |
Avg Daily Profit (%) | 0.1907 | 0.1762 | 0.0145 | -0.0736 | 0.0075 | -0.1232 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162754 | -70764 | -256327 | -121833 | -29834 | -133600 |
Profit Factor | 1.2705 | 1.6559 | 1.0333 | 0.8126 | 1.1208 | 0.6716 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 144 | 69 | 75 | 144 | 69 | 75 |
Losing Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Profitability (%) | 61.0169 | 58.4746 | 63.5593 | 61.0169 | 58.4746 | 63.5593 |
Ratio Avg Win / Avg Loss | 0.8117 | 1.1759 | 0.5924 | 0.5192 | 0.7959 | 0.385 |
Largest Winning Trade | 95215 | 95215 | 42264 | 23749 | 17411 | 23749 |
Largest Losing Trade | -84494 | -43129 | -84494 | -60634 | -29834 | -60634 |
Avg Bars in Trades | 31 | 23 | 38 | 31 | 23 | 38 |
Avg Bars in Winners | 25 | 20 | 30 | 25 | 20 | 30 |
Avg Bars in Losers | 39 | 29 | 51 | 39 | 29 | 51 |
Bars Traded | 7354 | 2818 | 4536 | 7354 | 2818 | 4536 |
Profit Streak | 40.1207 | 51.3707 | 40.1207 | 40.1207 | 51.3707 | 40.1207 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339457 | 401121 | -360276 | -577127 | -280539 | -578712 |
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{ "first_band": { "type": "midprice", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 70, "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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