Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 758513.8898 | 744933.9364 | 13579.9535 | 290789.1803 | 580450.6174 | -289661.4371 |
Total P&L (%) | 758.5139 | 744.9339 | 13.58 | 290.7892 | 580.4506 | -289.6614 |
Avg Daily Profit (%) | 0.4151 | 0.4076 | 0.0074 | 0.0746 | 0.105 | 0 |
Buy And Hold Return (%) | 273.2648 | 273.2648 | 273.2648 | 273.2648 | 273.2648 | 273.2648 |
Max Trade Drawdown | -88249 | -118280 | -47385 | -597577 | -558373 | -336794 |
Profit Factor | 2.6302 | 3.7533 | 1.0697 | 1.1312 | 1.4708 | 0.7055 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 43.9024 | 39.0244 | 48.7805 | 43.9024 | 39.0244 | 48.7805 |
Ratio Avg Win / Avg Loss | 3.3608 | 5.8645 | 1.1232 | 1.4454 | 2.2982 | 0.7408 |
Largest Winning Trade | 461630 | 461630 | 53485 | 638604 | 638604 | 202702 |
Largest Losing Trade | -59959 | -59959 | -26679 | -387891 | -387891 | -157440 |
Avg Bars in Trades | 41 | 45 | 36 | 41 | 45 | 36 |
Avg Bars in Winners | 41 | 48 | 35 | 41 | 48 | 35 |
Avg Bars in Losers | 41 | 44 | 37 | 41 | 44 | 37 |
Bars Traded | 3391 | 1885 | 1506 | 3391 | 1885 | 1506 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 15583 | 327810 | -492932 | -326512 | -60465 | -581216 |
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{ "first_band": { "type": "pwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 231 } } }
# | 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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