Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369815.203 | 403980.2138 | -34165.0107 | -121030.4778 | 897538.5559 | -1018569.0337 |
Total P&L (%) | 369.8152 | 403.9802 | -34.165 | -121.0305 | 897.5386 | -1018.569 |
Avg Daily Profit (%) | 0.1987 | 0.217 | -0.0184 | 0 | 0.1236 | 0 |
Buy And Hold Return (%) | 15.2394 | 15.2394 | 15.2394 | 15.2394 | 15.2394 | 15.2394 |
Max Trade Drawdown | -207009 | -121475 | -190275 | -1824049 | -541504 | -1315208 |
Profit Factor | 1.5865 | 2.5881 | 0.9092 | 0.9446 | 2.4941 | 0.3569 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 33 | 18 | 15 | 30 | 18 | 12 |
Losing Trades | 26 | 12 | 14 | 29 | 12 | 17 |
Profitability (%) | 55.9322 | 60 | 51.7241 | 50.8475 | 60 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.25 | 1.7254 | 0.8486 | 0.9131 | 1.6627 | 0.5056 |
Largest Winning Trade | 136456 | 136456 | 72067 | 474013 | 474013 | 258858 |
Largest Losing Trade | -105772 | -31892 | -105772 | -1232021 | -541504 | -1232021 |
Avg Bars in Trades | 56 | 49 | 64 | 56 | 49 | 64 |
Avg Bars in Winners | 66 | 41 | 96 | 50 | 56 | 41 |
Avg Bars in Losers | 44 | 61 | 30 | 63 | 38 | 80 |
Bars Traded | 3347 | 1480 | 1867 | 3347 | 1480 | 1867 |
Profit Streak | 0 | 0 | 384.6693 | 143.1693 | 151.6693 | 0 |
Trades During Streak | 0 | 0 | 5 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169286 | 502215 | -579230 | -759596 | -20960 | -584185 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 38, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 38, "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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