Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100875.6997 | 164284.7748 | -63409.0751 | -73747.2396 | 42826.3273 | -116573.5669 |
Total P&L (%) | 100.8757 | 164.2848 | -63.4091 | -73.7472 | 42.8263 | -116.5736 |
Avg Daily Profit (%) | 0.0936 | 0.1524 | -0.0588 | -0.124 | 0.0331 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184993 | -128615 | -105014 | -352237 | -243670 | -179587 |
Profit Factor | 1.1938 | 1.5838 | 0.7348 | 0.9186 | 1.0793 | 0.6813 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Losing Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Profitability (%) | 46.1538 | 48.7179 | 43.5897 | 46.1538 | 48.7179 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.3928 | 1.6672 | 0.9509 | 1.0717 | 1.1361 | 0.8817 |
Largest Winning Trade | 244958 | 244958 | 30532 | 268711 | 268711 | 65926 |
Largest Losing Trade | -51186 | -30169 | -51186 | -101923 | -101923 | -84772 |
Avg Bars in Trades | 51 | 60 | 43 | 51 | 60 | 43 |
Avg Bars in Winners | 57 | 60 | 54 | 57 | 60 | 54 |
Avg Bars in Losers | 47 | 61 | 34 | 47 | 61 | 34 |
Bars Traded | 4053 | 2369 | 1685 | 4053 | 2369 | 1685 |
Profit Streak | 29.0932 | 29.0932 | 48.8432 | 29.0932 | 29.0932 | 48.8432 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114631 | 367406 | -582687 | -618378 | -283893 | -582687 |
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{ "first_band": { "type": "pwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 162, "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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