Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804167.4496 | 604339.1599 | 199828.2897 | 1619683.2698 | 451084.5621 | 1168598.7076 |
Total P&L (%) | 804.1675 | 604.3392 | 199.8283 | 1619.6833 | 451.0846 | 1168.5987 |
Avg Daily Profit (%) | 0.5432 | 0.4082 | 0.135 | 0.1923 | 0.1153 | 0.1717 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -71408 | -111812 | -47942 | -1430577 | -1175024 | -773247 |
Profit Factor | 2.5662 | 2.8484 | 2.0715 | 1.2712 | 1.1236 | 1.5032 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 30 | 10 | 20 | 30 | 10 | 20 |
Losing Trades | 69 | 40 | 29 | 69 | 40 | 29 |
Profitability (%) | 30.303 | 20 | 40.8163 | 30.303 | 20 | 40.8163 |
Ratio Avg Win / Avg Loss | 5.9022 | 11.3935 | 3.0036 | 2.9238 | 4.4944 | 2.1796 |
Largest Winning Trade | 446106 | 446106 | 74579 | 1226715 | 1226715 | 638526 |
Largest Losing Trade | -31117 | -31117 | -16346 | -503584 | -315741 | -503584 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 68 | 64 | 70 | 68 | 64 | 70 |
Avg Bars in Losers | 11 | 11 | 11 | 11 | 11 | 11 |
Bars Traded | 2848 | 1092 | 1756 | 2848 | 1092 | 1756 |
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 | 314826 | -216652 | -12377 | 67421 | -354367 | 243279 |
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{ "first_band": { "type": "pwma", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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