Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338841.5345 | 204768.715 | 134072.8195 | 266719.9488 | 227486.4298 | 39233.5191 |
Total P&L (%) | 338.8415 | 204.7687 | 134.0728 | 266.7199 | 227.4864 | 39.2335 |
Avg Daily Profit (%) | 0.1799 | 0.1087 | 0.0712 | 0.069 | 0.063 | 0.0176 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75964 | -53508 | -61161 | -423740 | -192225 | -347486 |
Profit Factor | 1.5573 | 1.7475 | 1.4013 | 1.1407 | 1.2865 | 1.0356 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 72 | 30 | 42 | 72 | 30 | 42 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 56.6929 | 47.619 | 65.625 | 56.6929 | 47.619 | 65.625 |
Ratio Avg Win / Avg Loss | 1.1896 | 1.9222 | 0.734 | 0.8714 | 1.4151 | 0.5425 |
Largest Winning Trade | 65674 | 65674 | 34649 | 122682 | 122682 | 98188 |
Largest Losing Trade | -66748 | -33031 | -66748 | -195418 | -140103 | -195418 |
Avg Bars in Trades | 43 | 32 | 52 | 43 | 32 | 52 |
Avg Bars in Winners | 39 | 25 | 49 | 39 | 25 | 49 |
Avg Bars in Losers | 47 | 39 | 59 | 47 | 39 | 59 |
Bars Traded | 5463 | 2073 | 3390 | 5463 | 2073 | 3390 |
Profit Streak | 0 | 30.2384 | 0 | 0 | 30.2384 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371166 | -191102 | -235988 | -166935 | -255383 | -491809 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 110, "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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