Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485593.6052 | 538382.5305 | -52788.9253 | 23832.5835 | 1250379.5747 | -1226546.9912 |
Total P&L (%) | 485.5936 | 538.3825 | -52.7889 | 23.8326 | 1250.3796 | -1226.547 |
Avg Daily Profit (%) | 0.224 | 0.2483 | -0.0243 | 0.0099 | 0.1201 | 0 |
Buy And Hold Return (%) | 218.3099 | 218.3099 | 218.3099 | 218.3099 | 218.3099 | 218.3099 |
Max Trade Drawdown | -183828 | -107610 | -267493 | -991337 | -324072 | -1650949 |
Profit Factor | 1.3941 | 1.9636 | 0.9216 | 1.0059 | 1.8191 | 0.5105 |
Total Trades | 217 | 108 | 109 | 217 | 108 | 109 |
Winning Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Losing Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Profitability (%) | 52.5346 | 52.7778 | 52.2936 | 52.5346 | 52.7778 | 52.2936 |
Ratio Avg Win / Avg Loss | 1.2596 | 1.7569 | 0.8408 | 0.9088 | 1.6276 | 0.4657 |
Largest Winning Trade | 122538 | 122538 | 49191 | 373543 | 373543 | 189692 |
Largest Losing Trade | -61526 | -61526 | -61263 | -354445 | -206850 | -354445 |
Avg Bars in Trades | 29 | 34 | 24 | 29 | 34 | 24 |
Avg Bars in Winners | 28 | 33 | 22 | 28 | 33 | 22 |
Avg Bars in Losers | 30 | 35 | 26 | 30 | 35 | 26 |
Bars Traded | 6410 | 3734 | 2676 | 6410 | 3734 | 2676 |
Profit Streak | 15.0809 | 0 | 79.7475 | 15.0809 | 0 | 79.7475 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 195096 | 305746 | -579503 | -558801 | -29513 | -579503 |
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{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 73, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 73, "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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