Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1249387.8838 | 1134966.8494 | 114421.0345 | 3535255.8199 | 5361324.6594 | -1826068.8395 |
Total P&L (%) | 1249.3879 | 1134.9668 | 114.421 | 3535.2558 | 5361.3247 | -1826.0688 |
Avg Daily Profit (%) | 0.6743 | 0.6125 | 0.0617 | 0.1941 | 0.2161 | 0 |
Buy And Hold Return (%) | 26.7637 | 26.7637 | 26.7637 | 26.7637 | 26.7637 | 26.7637 |
Max Trade Drawdown | -143735 | -77472 | -86128 | -7787403 | -3425608 | -5054770 |
Profit Factor | 4.3338 | 7.2366 | 1.5935 | 1.2516 | 1.798 | 0.751 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Profitability (%) | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 | 37.5 |
Ratio Avg Win / Avg Loss | 7.2229 | 12.0611 | 2.6559 | 2.086 | 2.9967 | 1.2517 |
Largest Winning Trade | 904673 | 904673 | 77325 | 6674330 | 6674330 | 2040940 |
Largest Losing Trade | -38387 | -26233 | -38387 | -2242961 | -1056772 | -2242961 |
Avg Bars in Trades | 52 | 52 | 53 | 52 | 52 | 53 |
Avg Bars in Winners | 115 | 112 | 119 | 115 | 112 | 119 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 3386 | 1677 | 1709 | 3386 | 1677 | 1709 |
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 | -129241 | 547135 | -114356 | -139752 | 240926 | -584004 |
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{ "first_band": { "type": "pwma", "factors": { "length": 154, "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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