Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 120586.9415 | -55990.3869 | 176577.3284 | 13691.141 | -42626.5639 | 56317.7049 |
Total P&L (%) | 120.5869 | -55.9904 | 176.5773 | 13.6911 | -42.6266 | 56.3177 |
Avg Daily Profit (%) | 0.1162 | -0.054 | 0.1702 | 0.0124 | -0.0535 | 0.0431 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -168442 | -145711 | -58218 | -329214 | -155587 | -213594 |
Profit Factor | 1.3107 | 0.7659 | 2.185 | 1.0207 | 0.8521 | 1.1509 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 30 | 19 | 11 | 30 | 19 | 11 |
Profitability (%) | 61.5385 | 51.2821 | 71.7949 | 61.5385 | 51.2821 | 71.7949 |
Ratio Avg Win / Avg Loss | 0.8192 | 0.7276 | 0.8584 | 0.6379 | 0.8095 | 0.4521 |
Largest Winning Trade | 38030 | 31769 | 38030 | 85123 | 42328 | 85123 |
Largest Losing Trade | -52701 | -38280 | -52701 | -190246 | -55647 | -190246 |
Avg Bars in Trades | 73 | 50 | 96 | 73 | 50 | 96 |
Avg Bars in Winners | 59 | 33 | 78 | 59 | 33 | 78 |
Avg Bars in Losers | 96 | 69 | 144 | 96 | 69 | 144 |
Bars Traded | 5764 | 1982 | 3782 | 5764 | 1982 | 3782 |
Profit Streak | 16.787 | 0 | 36.1204 | 16.787 | 0 | 36.1204 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75810 | -580591 | 452952 | -463119 | -580591 | -188717 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 202, "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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