Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902745.9976 | 640678.0844 | 262067.9133 | 5523185.2824 | 3052318.5343 | 2470866.7481 |
Total P&L (%) | 902.746 | 640.6781 | 262.0679 | 5523.1853 | 3052.3185 | 2470.8667 |
Avg Daily Profit (%) | 0.6129 | 0.4349 | 0.1779 | 0.2739 | 0.2345 | 0.2207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80771 | -63427 | -59360 | -4639255 | -2419735 | -2590918 |
Profit Factor | 2.4485 | 2.936 | 1.8966 | 1.3031 | 1.3369 | 1.2697 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 31.3433 | 23.8806 | 38.806 | 31.3433 | 23.8806 | 38.806 |
Ratio Avg Win / Avg Loss | 5.3635 | 9.3585 | 2.9908 | 2.8544 | 4.2612 | 2.0023 |
Largest Winning Trade | 341955 | 341955 | 64171 | 3294275 | 3294275 | 1799616 |
Largest Losing Trade | -22992 | -18594 | -22992 | -1714848 | -1135508 | -1714848 |
Avg Bars in Trades | 21 | 16 | 26 | 21 | 16 | 26 |
Avg Bars in Winners | 46 | 41 | 49 | 46 | 41 | 49 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 2883 | 1124 | 1759 | 2883 | 1124 | 1759 |
Profit Streak | 0 | 0 | 35.6495 | 0 | 0 | 35.6495 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345949 | -135776 | -109457 | 117395 | -141675 | -111266 |
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{ "first_band": { "type": "pwma", "factors": { "length": 49, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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# | 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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