Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1396349.9631 | 1382173.9501 | 14176.013 | 1312724.2334 | 849234.1458 | 463490.0877 |
Total P&L (%) | 1396.35 | 1382.174 | 14.176 | 1312.7242 | 849.2341 | 463.4901 |
Avg Daily Profit (%) | 0.7477 | 0.7401 | 0.0076 | 0.1419 | 0.1206 | 0.0926 |
Buy And Hold Return (%) | 479.7862 | 479.7862 | 479.7862 | 479.7862 | 479.7862 | 479.7862 |
Max Trade Drawdown | -92578 | -81919 | -85522 | -2319501 | -1518153 | -1130410 |
Profit Factor | 4.1961 | 8.0641 | 1.0588 | 1.1792 | 1.239 | 1.1228 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Profitability (%) | 30 | 31.4286 | 28.5714 | 30 | 31.4286 | 28.5714 |
Ratio Avg Win / Avg Loss | 9.7908 | 17.5944 | 2.6469 | 2.7514 | 2.7032 | 2.8071 |
Largest Winning Trade | 1036534 | 1036534 | 59214 | 1360188 | 1360188 | 1088344 |
Largest Losing Trade | -41008 | -31924 | -41008 | -1102221 | -565850 | -1102221 |
Avg Bars in Trades | 49 | 42 | 56 | 49 | 42 | 56 |
Avg Bars in Winners | 129 | 96 | 166 | 129 | 96 | 166 |
Avg Bars in Losers | 14 | 17 | 12 | 14 | 17 | 12 |
Bars Traded | 3451 | 1470 | 1981 | 3451 | 1470 | 1981 |
Profit Streak | 49.3039 | 55.8039 | 0 | 49.3039 | 55.8039 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -89258 | 406627 | -517322 | -134874 | -45885 | -333472 |
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{ "first_band": { "type": "pwma", "factors": { "length": 241, "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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