Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844138.2796 | 800448.537 | 43689.7426 | 1210279.1903 | -10200.2895 | 1220479.4799 |
Total P&L (%) | 844.1383 | 800.4485 | 43.6897 | 1210.2792 | -10.2003 | 1220.4795 |
Avg Daily Profit (%) | 0.3377 | 0.3202 | 0.0175 | 0.103 | -0.0043 | 0.1033 |
Buy And Hold Return (%) | 329.7981 | 329.7981 | 329.7981 | 329.7981 | 329.7981 | 329.7981 |
Max Trade Drawdown | -163300 | -98194 | -83572 | -7718646 | -5576744 | -2778500 |
Profit Factor | 2.2212 | 2.9396 | 1.1568 | 1.058 | 0.9993 | 1.1944 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 50.9091 | 49.0909 | 52.7273 | 50.9091 | 49.0909 | 52.7273 |
Ratio Avg Win / Avg Loss | 2.1418 | 3.0485 | 1.0372 | 1.0202 | 1.0363 | 1.0709 |
Largest Winning Trade | 420461 | 420461 | 57075 | 4530984 | 4530984 | 1270734 |
Largest Losing Trade | -45905 | -31224 | -45905 | -2023294 | -2023294 | -1760348 |
Avg Bars in Trades | 43 | 56 | 31 | 43 | 56 | 31 |
Avg Bars in Winners | 54 | 71 | 39 | 54 | 71 | 39 |
Avg Bars in Losers | 32 | 42 | 22 | 32 | 42 | 22 |
Bars Traded | 4835 | 3118 | 1717 | 4835 | 3118 | 1717 |
Profit Streak | 12.8759 | 0 | 17.3759 | 12.8759 | 0 | 17.3759 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 394534 | -169772 | -562433 | -213366 | -759520 | -242960 |
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{ "first_band": { "type": "pwma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 93, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 116, "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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