Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2899596.1257 | 2635512.618 | 264083.5077 | 120497657.1441 | 67434429.1842 | 53063227.9599 |
Total P&L (%) | 2899.5961 | 2635.5126 | 264.0835 | 120497.6571 | 67434.4292 | 53063.228 |
Avg Daily Profit (%) | 1.2496 | 1.1358 | 0.1138 | 0.3062 | 0.2812 | 0.2708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108989 | -61466 | -80633 | -109093680 | -66059288 | -47474093 |
Profit Factor | 7.6895 | 12.2015 | 2.3326 | 1.5486 | 1.646 | 1.4604 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 36.6667 | 31.1111 | 42.2222 | 36.6667 | 31.1111 | 42.2222 |
Ratio Avg Win / Avg Loss | 13.2819 | 27.0175 | 3.192 | 2.6749 | 3.6448 | 1.9985 |
Largest Winning Trade | 2032847 | 2032847 | 82346 | 82709485 | 82709485 | 77318791 |
Largest Losing Trade | -35690 | -35690 | -33755 | -39206702 | -27136012 | -39206702 |
Avg Bars in Trades | 48 | 41 | 54 | 48 | 41 | 54 |
Avg Bars in Winners | 103 | 98 | 107 | 103 | 98 | 107 |
Avg Bars in Losers | 16 | 16 | 15 | 16 | 16 | 15 |
Bars Traded | 4335 | 1878 | 2457 | 4335 | 1878 | 2457 |
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 | 617021 | 529416 | -39582 | 241740 | 164480 | 282946 |
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{ "first_band": { "type": "pwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 127, "offset": 0 } }, "second_band": { "type": "hlc3", "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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