Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1072258.2234 | 879194.9772 | 193063.2462 | 39443829.069 | 52496193.176 | -13052364.1069 |
Total P&L (%) | 1072.2582 | 879.195 | 193.0632 | 39443.8291 | 52496.1932 | -13052.3641 |
Avg Daily Profit (%) | 0.4288 | 0.3516 | 0.0772 | 0.2394 | 0.2509 | 0 |
Buy And Hold Return (%) | 790.0813 | 790.0813 | 790.0813 | 790.0813 | 790.0813 | 790.0813 |
Max Trade Drawdown | -96795 | -46203 | -82011 | -21782596 | -8747082 | -30445129 |
Profit Factor | 5.2511 | 9.2624 | 2.324 | 1.6955 | 4.0756 | 0.6708 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 63.7931 | 58.6207 | 68.9655 | 63.7931 | 58.6207 | 68.9655 |
Ratio Avg Win / Avg Loss | 2.9804 | 6.5381 | 1.0458 | 0.9623 | 2.8769 | 0.3019 |
Largest Winning Trade | 348449 | 348449 | 49843 | 39076922 | 39076922 | 4708717 |
Largest Losing Trade | -72306 | -23597 | -72306 | -18672984 | -3603127 | -18672984 |
Avg Bars in Trades | 79 | 93 | 64 | 79 | 93 | 64 |
Avg Bars in Winners | 77 | 85 | 70 | 77 | 85 | 70 |
Avg Bars in Losers | 82 | 105 | 52 | 82 | 105 | 52 |
Bars Traded | 4587 | 2712 | 1875 | 4587 | 2712 | 1875 |
Profit Streak | 67.9555 | 108.9555 | 0 | 67.9555 | 108.9555 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -213845 | -111201 | -249919 | -168343 | 619708 | -578374 |
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{ "first_band": { "type": "pwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 197, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 197, "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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