Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1442851.1191 | 1376629.8313 | 66221.2878 | 2835560.4334 | 3428865.4715 | -593305.038 |
Total P&L (%) | 1442.8511 | 1376.6298 | 66.2213 | 2835.5604 | 3428.8655 | -593.305 |
Avg Daily Profit (%) | 0.7809 | 0.7451 | 0.0358 | 0.1831 | 0.1931 | 0 |
Buy And Hold Return (%) | 205.1343 | 205.1343 | 205.1343 | 205.1343 | 205.1343 | 205.1343 |
Max Trade Drawdown | -97751 | -58597 | -79413 | -3040143 | -1500544 | -2259837 |
Profit Factor | 4.0045 | 7.4453 | 1.2484 | 1.3108 | 1.8171 | 0.8796 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 38.6667 | 39.4737 | 37.8378 | 38.6667 | 39.4737 | 37.8378 |
Ratio Avg Win / Avg Loss | 6.352 | 11.4162 | 2.0509 | 2.0792 | 2.7862 | 1.445 |
Largest Winning Trade | 1087225 | 1087225 | 79897 | 3131182 | 3131182 | 1978445 |
Largest Losing Trade | -37059 | -33261 | -37059 | -1302857 | -962431 | -1302857 |
Avg Bars in Trades | 71 | 70 | 72 | 71 | 70 | 72 |
Avg Bars in Winners | 153 | 155 | 151 | 153 | 155 | 151 |
Avg Bars in Losers | 19 | 14 | 24 | 19 | 14 | 24 |
Bars Traded | 5337 | 2669 | 2667 | 5337 | 2669 | 2667 |
Profit Streak | 0 | 0 | 39.1575 | 0 | 0 | 39.1575 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -45617 | 610250 | -314095 | -56531 | 264423 | -583288 |
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{ "first_band": { "type": "pwma", "factors": { "length": 102, "offset": 67 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 102, "offset": 67 } }, "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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