Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 361454.2064 | 251910.0843 | 109544.1222 | 170633.409 | 177802.9674 | -7169.5584 |
Total P&L (%) | 361.4542 | 251.9101 | 109.5441 | 170.6334 | 177.803 | -7.1696 |
Avg Daily Profit (%) | 0.1885 | 0.1313 | 0.0571 | 0.0519 | 0.0533 | -0.0039 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155082 | -92374 | -124792 | -1178078 | -731819 | -1020314 |
Profit Factor | 1.4463 | 1.7464 | 1.2319 | 1.0387 | 1.0921 | 0.9971 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Losing Trades | 90 | 42 | 48 | 90 | 42 | 48 |
Profitability (%) | 52.381 | 55.3191 | 49.4737 | 52.381 | 55.3191 | 49.4737 |
Ratio Avg Win / Avg Loss | 1.3148 | 1.4106 | 1.2581 | 0.9443 | 0.8821 | 1.0183 |
Largest Winning Trade | 64154 | 64154 | 61032 | 328249 | 328249 | 314066 |
Largest Losing Trade | -65912 | -40918 | -65912 | -419726 | -263775 | -419726 |
Avg Bars in Trades | 19 | 21 | 17 | 19 | 21 | 17 |
Avg Bars in Winners | 22 | 21 | 23 | 22 | 21 | 23 |
Avg Bars in Losers | 16 | 20 | 12 | 16 | 20 | 12 |
Bars Traded | 3682 | 1983 | 1698 | 3682 | 1983 | 1698 |
Profit Streak | 8.2781 | 0 | 8.7781 | 8.2781 | 0 | 8.7781 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386968 | -14822 | -116544 | -300928 | -241949 | -578669 |
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{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 97 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 97 } } }
# | 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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