Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 557650.2903 | 494772.1861 | 62878.1042 | 544693.1721 | 581136.0562 | -36442.8841 |
Total P&L (%) | 557.6503 | 494.7722 | 62.8781 | 544.6932 | 581.1361 | -36.4429 |
Avg Daily Profit (%) | 0.2677 | 0.2375 | 0.0302 | 0.0895 | 0.0921 | -0.0218 |
Buy And Hold Return (%) | 66.8257 | 66.8257 | 66.8257 | 66.8257 | 66.8257 | 66.8257 |
Max Trade Drawdown | -129104 | -68828 | -101802 | -1860811 | -958437 | -1408657 |
Profit Factor | 1.4675 | 1.7857 | 1.1117 | 1.0556 | 1.1173 | 0.9925 |
Total Trades | 391 | 195 | 196 | 391 | 195 | 196 |
Winning Trades | 170 | 78 | 92 | 170 | 78 | 92 |
Losing Trades | 221 | 117 | 104 | 221 | 117 | 104 |
Profitability (%) | 43.4783 | 40 | 46.9388 | 43.4783 | 40 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.9077 | 2.6785 | 1.2567 | 1.3723 | 1.676 | 1.1219 |
Largest Winning Trade | 183751 | 183751 | 29474 | 1144663 | 1144663 | 387222 |
Largest Losing Trade | -34090 | -24117 | -34090 | -449731 | -275165 | -449731 |
Avg Bars in Trades | 63 | 68 | 57 | 63 | 68 | 57 |
Avg Bars in Winners | 78 | 85 | 73 | 78 | 85 | 73 |
Avg Bars in Losers | 50 | 56 | 44 | 50 | 56 | 44 |
Bars Traded | 24652 | 13285 | 11367 | 24652 | 13285 | 11367 |
Profit Streak | 15.2808 | 0 | 42.8642 | 15.2808 | 0 | 42.8642 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393341 | 284567 | -415781 | -232363 | -163339 | -578843 |
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 171, "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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