Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900108.2266 | 658805.6004 | 241302.6262 | 2961705.8788 | 402493.2982 | 2559212.5806 |
Total P&L (%) | 900.1082 | 658.8056 | 241.3026 | 2961.7059 | 402.4933 | 2559.2126 |
Avg Daily Profit (%) | 0.6093 | 0.4459 | 0.1633 | 0.2319 | 0.1093 | 0.2223 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70655 | -124609 | -34123 | -1810916 | -1970058 | -902696 |
Profit Factor | 2.6133 | 2.9261 | 2.1177 | 1.3223 | 1.0706 | 1.7332 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 82 | 47 | 35 | 82 | 47 | 35 |
Profitability (%) | 29.9145 | 20.339 | 39.6552 | 29.9145 | 20.339 | 39.6552 |
Ratio Avg Win / Avg Loss | 6.1225 | 11.4605 | 3.2226 | 3.0979 | 4.1933 | 2.6375 |
Largest Winning Trade | 462636 | 462636 | 63296 | 1822642 | 1822642 | 1189007 |
Largest Losing Trade | -25941 | -25941 | -15067 | -666339 | -666339 | -490353 |
Avg Bars in Trades | 36 | 28 | 45 | 36 | 28 | 45 |
Avg Bars in Winners | 84 | 77 | 89 | 84 | 77 | 89 |
Avg Bars in Losers | 15 | 15 | 16 | 15 | 15 | 16 |
Bars Traded | 4272 | 1659 | 2613 | 4272 | 1659 | 2613 |
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 | 312327 | -211310 | -173021 | 64707 | -415794 | -172842 |
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{ "first_band": { "type": "pwma", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 103, "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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