Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 977648.519 | 830314.1766 | 147334.3424 | 19246616.4283 | 31258166.9182 | -12011550.4899 |
Total P&L (%) | 977.6485 | 830.3142 | 147.3343 | 19246.6164 | 31258.1669 | -12011.5505 |
Avg Daily Profit (%) | 0.391 | 0.3321 | 0.0589 | 0.2108 | 0.2302 | 0 |
Buy And Hold Return (%) | 747.7546 | 747.7546 | 747.7546 | 747.7546 | 747.7546 | 747.7546 |
Max Trade Drawdown | -138076 | -66834 | -120705 | -29840267 | -16349169 | -29294791 |
Profit Factor | 3.0083 | 4.4131 | 1.605 | 1.2462 | 1.8758 | 0.7173 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 55.9633 | 51.8519 | 60 | 55.9633 | 51.8519 | 60 |
Ratio Avg Win / Avg Loss | 2.3672 | 4.0979 | 1.07 | 0.9806 | 1.7418 | 0.4782 |
Largest Winning Trade | 344166 | 344166 | 44593 | 27148025 | 27148025 | 4567488 |
Largest Losing Trade | -44625 | -23998 | -44625 | -12335052 | -8292045 | -12335052 |
Avg Bars in Trades | 66 | 79 | 54 | 66 | 79 | 54 |
Avg Bars in Winners | 80 | 95 | 66 | 80 | 95 | 66 |
Avg Bars in Losers | 49 | 61 | 36 | 49 | 61 | 36 |
Bars Traded | 7265 | 4270 | 2995 | 7265 | 4270 | 2995 |
Profit Streak | 146.243 | 158.243 | 146.243 | 146.243 | 158.243 | 146.243 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52266 | -293747 | -455886 | 311884 | -166994 | -758574 |
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "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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