Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345260.2701 | 209845.8382 | 135414.4319 | 190649.8806 | 61844.4056 | 128805.4749 |
Total P&L (%) | 345.2603 | 209.8458 | 135.4144 | 190.6499 | 61.8444 | 128.8055 |
Avg Daily Profit (%) | 0.2042 | 0.1241 | 0.0801 | 0.0631 | 0.0285 | 0.049 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80888 | -93243 | -72624 | -430875 | -279017 | -382279 |
Profit Factor | 1.5024 | 1.5763 | 1.4191 | 1.0846 | 1.0536 | 1.117 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 72 | 28 | 44 | 72 | 28 | 44 |
Losing Trades | 80 | 48 | 32 | 80 | 48 | 32 |
Profitability (%) | 47.3684 | 36.8421 | 57.8947 | 47.3684 | 36.8421 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.6694 | 2.7023 | 1.0321 | 1.2051 | 1.8062 | 0.8124 |
Largest Winning Trade | 128009 | 128009 | 50386 | 257117 | 257117 | 140611 |
Largest Losing Trade | -38539 | -25346 | -38539 | -165773 | -91709 | -165773 |
Avg Bars in Trades | 42 | 45 | 40 | 42 | 45 | 40 |
Avg Bars in Winners | 59 | 70 | 52 | 59 | 70 | 52 |
Avg Bars in Losers | 28 | 31 | 23 | 28 | 31 | 23 |
Bars Traded | 6520 | 3460 | 3060 | 6520 | 3460 | 3060 |
Profit Streak | 81.8448 | 106.5948 | 81.8448 | 81.8448 | 106.5948 | 81.8448 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405874 | -77643 | -132417 | -234950 | -368986 | -268206 |
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{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 96, "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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