Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 628512.4979 | 566894.765 | 61617.7329 | 817013.5953 | 1406305.5062 | -589291.9109 |
Total P&L (%) | 628.5125 | 566.8948 | 61.6177 | 817.0136 | 1406.3055 | -589.2919 |
Avg Daily Profit (%) | 0.3404 | 0.307 | 0.0334 | 0.1201 | 0.147 | 0 |
Buy And Hold Return (%) | 75.7034 | 75.7034 | 75.7034 | 75.7034 | 75.7034 | 75.7034 |
Max Trade Drawdown | -125363 | -98748 | -232768 | -2392909 | -1843912 | -2234685 |
Profit Factor | 1.2906 | 1.5414 | 1.0552 | 1.0381 | 1.1338 | 0.9462 |
Total Trades | 777 | 389 | 388 | 777 | 389 | 388 |
Winning Trades | 272 | 133 | 139 | 272 | 133 | 139 |
Losing Trades | 505 | 256 | 249 | 505 | 256 | 249 |
Profitability (%) | 35.0064 | 34.1902 | 35.8247 | 35.0064 | 34.1902 | 35.8247 |
Ratio Avg Win / Avg Loss | 2.3961 | 2.9669 | 1.8903 | 1.9273 | 2.1823 | 1.6949 |
Largest Winning Trade | 90942 | 90942 | 49873 | 981978 | 981978 | 629887 |
Largest Losing Trade | -26079 | -26079 | -22374 | -439646 | -356865 | -439646 |
Avg Bars in Trades | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Winners | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Losers | 7 | 6 | 7 | 7 | 6 | 7 |
Bars Traded | 11018 | 5386 | 5632 | 11018 | 5386 | 5632 |
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 | 319696 | 260278 | -476527 | -211315 | -73046 | -581762 |
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{ "first_band": { "type": "pwma", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 31, "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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