Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2125395.9507 | 2102778.2852 | 22617.6654 | 678781.0313 | 1873451.9175 | -1194670.8862 |
Total P&L (%) | 2125.396 | 2102.7783 | 22.6177 | 678.781 | 1873.4519 | -1194.6709 |
Avg Daily Profit (%) | 0.9375 | 0.9276 | 0.01 | 0.0906 | 0.1316 | 0 |
Buy And Hold Return (%) | 342.8125 | 342.8125 | 342.8125 | 342.8125 | 342.8125 | 342.8125 |
Max Trade Drawdown | -114755 | -106472 | -111790 | -3833752 | -2410065 | -2951828 |
Profit Factor | 3.0915 | 5.1731 | 1.0441 | 1.0401 | 1.2235 | 0.8599 |
Total Trades | 243 | 122 | 121 | 243 | 122 | 121 |
Winning Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Losing Trades | 125 | 65 | 60 | 125 | 65 | 60 |
Profitability (%) | 48.5597 | 46.7213 | 50.4132 | 48.5597 | 46.7213 | 50.4132 |
Ratio Avg Win / Avg Loss | 3.2749 | 5.8991 | 1.027 | 1.1019 | 1.3952 | 0.8458 |
Largest Winning Trade | 1933777 | 1933777 | 51404 | 3480010 | 3480010 | 1261763 |
Largest Losing Trade | -57046 | -30617 | -57046 | -1513340 | -918668 | -1513340 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 48 | 45 | 52 | 48 | 45 | 52 |
Avg Bars in Losers | 24 | 25 | 23 | 24 | 25 | 23 |
Bars Traded | 8781 | 4204 | 4577 | 8781 | 4204 | 4577 |
Profit Streak | 14.077 | 14.077 | 23.327 | 14.077 | 14.077 | 23.327 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 736042 | 709620 | -515961 | -253215 | -19183 | -579491 |
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{ "first_band": { "type": "pwma", "factors": { "length": 155, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 10 } } }
# | 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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