Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3057673.5158 | 2887328.9441 | 170344.5717 | 268386034.2733 | 206070343.1074 | 62315691.1658 |
Total P&L (%) | 3057.6735 | 2887.3289 | 170.3446 | 268386.0343 | 206070.3431 | 62315.6912 |
Avg Daily Profit (%) | 1.3367 | 1.2622 | 0.0745 | 0.3458 | 0.3342 | 0.2818 |
Buy And Hold Return (%) | 9200.7588 | 9200.7588 | 9200.7588 | 9200.7588 | 9200.7588 | 9200.7588 |
Max Trade Drawdown | -69583 | -55164 | -98358 | -67975163 | -65414749 | -55654602 |
Profit Factor | 10.9516 | 16.3541 | 2.429 | 2.661 | 3.0407 | 2.0283 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Profitability (%) | 66.1017 | 58.6207 | 73.3333 | 66.1017 | 58.6207 | 73.3333 |
Ratio Avg Win / Avg Loss | 5.6162 | 11.5441 | 0.8833 | 1.3646 | 2.1464 | 0.7376 |
Largest Winning Trade | 2027614 | 2027614 | 45107 | 150175575 | 150175575 | 39709223 |
Largest Losing Trade | -69583 | -29032 | -69583 | -65414749 | -65414749 | -55654602 |
Avg Bars in Trades | 73 | 106 | 41 | 73 | 106 | 41 |
Avg Bars in Winners | 76 | 116 | 46 | 76 | 116 | 46 |
Avg Bars in Losers | 65 | 90 | 28 | 65 | 90 | 28 |
Bars Traded | 4315 | 3074 | 1241 | 4315 | 3074 | 1241 |
Profit Streak | 0 | 120.6103 | 0 | 0 | 120.6103 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -321030 | -141661 | -254465 | -164164 | 612496 | 455017 |
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{ "first_band": { "type": "pwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 151, "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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