Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 871660.6793 | 739305.8533 | 132354.826 | 11191260.5627 | 6126614.6266 | 5064645.936 |
Total P&L (%) | 871.6607 | 739.3059 | 132.3548 | 11191.2606 | 6126.6146 | 5064.6459 |
Avg Daily Profit (%) | 0.3486 | 0.2957 | 0.0529 | 0.1892 | 0.1654 | 0.1579 |
Buy And Hold Return (%) | 601.1765 | 601.1765 | 601.1765 | 601.1765 | 601.1765 | 601.1765 |
Max Trade Drawdown | -84815 | -63910 | -135854 | -9896828 | -10890261 | -5236487 |
Profit Factor | 1.6716 | 2.1456 | 1.2028 | 1.2325 | 1.224 | 1.2437 |
Total Trades | 418 | 209 | 209 | 418 | 209 | 209 |
Winning Trades | 177 | 83 | 94 | 177 | 83 | 94 |
Losing Trades | 241 | 126 | 115 | 241 | 126 | 115 |
Profitability (%) | 42.3445 | 39.7129 | 44.9761 | 42.3445 | 39.7129 | 44.9761 |
Ratio Avg Win / Avg Loss | 2.2761 | 3.2572 | 1.4716 | 1.6782 | 1.8581 | 1.5216 |
Largest Winning Trade | 125247 | 125247 | 55516 | 6788827 | 6788827 | 3962603 |
Largest Losing Trade | -36846 | -18148 | -36846 | -3676792 | -3676792 | -3282738 |
Avg Bars in Trades | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Winners | 54 | 53 | 56 | 54 | 53 | 56 |
Avg Bars in Losers | 21 | 19 | 23 | 21 | 19 | 23 |
Bars Traded | 14888 | 6874 | 8013 | 14888 | 6874 | 8013 |
Profit Streak | 15.0052 | 15.0052 | 18.5052 | 15.0052 | 15.0052 | 18.5052 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12630 | -84234 | -288868 | 339295 | 201474 | 294450 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 89, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 11, "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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