Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248637.2036 | 172312.0048 | 76325.1988 | 178408.3501 | 220673.1482 | -42264.798 |
Total P&L (%) | 248.6372 | 172.312 | 76.3252 | 178.4084 | 220.6731 | -42.2648 |
Avg Daily Profit (%) | 0.2387 | 0.1654 | 0.0733 | 0.0983 | 0.1119 | -0.0527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127255 | -81111 | -95526 | -470479 | -263785 | -347486 |
Profit Factor | 1.2823 | 1.4248 | 1.1607 | 1.0639 | 1.175 | 0.9724 |
Total Trades | 338 | 169 | 169 | 338 | 169 | 169 |
Winning Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Losing Trades | 174 | 88 | 86 | 174 | 88 | 86 |
Profitability (%) | 48.5207 | 47.929 | 49.1124 | 48.5207 | 47.929 | 49.1124 |
Ratio Avg Win / Avg Loss | 1.3605 | 1.548 | 1.2026 | 1.1287 | 1.2765 | 1.0076 |
Largest Winning Trade | 63367 | 63367 | 41176 | 176671 | 176671 | 160401 |
Largest Losing Trade | -32111 | -32111 | -29827 | -196729 | -196729 | -172694 |
Avg Bars in Trades | 72 | 81 | 62 | 72 | 81 | 62 |
Avg Bars in Winners | 75 | 86 | 64 | 75 | 86 | 64 |
Avg Bars in Losers | 68 | 76 | 60 | 68 | 76 | 60 |
Bars Traded | 24410 | 13801 | 10609 | 24410 | 13801 | 10609 |
Profit Streak | 0 | 0 | 8.3474 | 0 | 0 | 8.3474 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328305 | 317072 | -138265 | -210777 | -72118 | -578454 |
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{ "first_band": { "type": "pwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 96, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "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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