Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631920.8613 | 402337.4615 | 229583.3998 | 640597.5794 | 223430.9352 | 417166.6442 |
Total P&L (%) | 631.9209 | 402.3375 | 229.5834 | 640.5976 | 223.4309 | 417.1666 |
Avg Daily Profit (%) | 0.3489 | 0.2221 | 0.1268 | 0.1106 | 0.0648 | 0.0908 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154525 | -161652 | -75127 | -855039 | -668557 | -679832 |
Profit Factor | 1.8809 | 1.8295 | 1.9882 | 1.1921 | 1.115 | 1.2996 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 69 | 27 | 42 | 69 | 27 | 42 |
Losing Trades | 73 | 44 | 29 | 73 | 44 | 29 |
Profitability (%) | 48.5915 | 38.0282 | 59.1549 | 48.5915 | 38.0282 | 59.1549 |
Ratio Avg Win / Avg Loss | 1.9899 | 2.9815 | 1.3728 | 1.2612 | 1.8171 | 0.8973 |
Largest Winning Trade | 317460 | 317460 | 44904 | 459398 | 459398 | 241636 |
Largest Losing Trade | -67371 | -31981 | -67371 | -624058 | -228644 | -624058 |
Avg Bars in Trades | 49 | 63 | 35 | 49 | 63 | 35 |
Avg Bars in Winners | 58 | 85 | 40 | 58 | 85 | 40 |
Avg Bars in Losers | 41 | 50 | 28 | 41 | 50 | 28 |
Bars Traded | 7063 | 4529 | 2534 | 7063 | 4529 | 2534 |
Profit Streak | 24.781 | 26.281 | 0 | 24.781 | 26.281 | 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 | 477084 | -79790 | -106628 | -53779 | -290337 | -158867 |
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{ "first_band": { "type": "pwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 126, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 126, "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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