Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1607486.5699 | 1558829.6128 | 48656.9571 | 421120.2305 | 320817.2886 | 100302.9419 |
Total P&L (%) | 1607.4866 | 1558.8296 | 48.657 | 421.1202 | 320.8173 | 100.3029 |
Avg Daily Profit (%) | 0.8699 | 0.8435 | 0.0263 | 0.0894 | 0.0778 | 0.0376 |
Buy And Hold Return (%) | 70.5128 | 70.5128 | 70.5128 | 70.5128 | 70.5128 | 70.5128 |
Max Trade Drawdown | -112142 | -73709 | -85617 | -598865 | -489951 | -425990 |
Profit Factor | 3.6368 | 5.8904 | 1.1673 | 1.1515 | 1.22 | 1.0759 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 83 | 46 | 37 | 83 | 46 | 37 |
Profitability (%) | 31.405 | 24.5902 | 38.3333 | 31.405 | 24.5902 | 38.3333 |
Ratio Avg Win / Avg Loss | 7.9435 | 18.064 | 1.8778 | 2.5151 | 3.7412 | 1.7309 |
Largest Winning Trade | 1552405 | 1552405 | 69057 | 757070 | 757070 | 228247 |
Largest Losing Trade | -29689 | -29689 | -24989 | -180153 | -180153 | -170999 |
Avg Bars in Trades | 29 | 25 | 33 | 29 | 25 | 33 |
Avg Bars in Winners | 67 | 68 | 67 | 67 | 68 | 67 |
Avg Bars in Losers | 12 | 11 | 12 | 12 | 11 | 12 |
Bars Traded | 3588 | 1563 | 2025 | 3588 | 1563 | 2025 |
Profit Streak | 0 | 0 | 29.8829 | 0 | 0 | 29.8829 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482014 | -171649 | -532351 | -133716 | -283412 | -486359 |
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{ "first_band": { "type": "pwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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