Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902976.1679 | 734179.6921 | 168796.4758 | 1758826.9877 | 74273.3311 | 1684553.6566 |
Total P&L (%) | 902.9762 | 734.1797 | 168.7965 | 1758.827 | 74.2733 | 1684.5537 |
Avg Daily Profit (%) | 0.4881 | 0.3969 | 0.0912 | 0.1581 | 0.03 | 0.1559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85224 | -69201 | -46956 | -2314082 | -1528620 | -785462 |
Profit Factor | 2.6906 | 3.3668 | 1.7539 | 1.2409 | 1.0174 | 1.5547 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 82 | 44 | 38 | 82 | 44 | 38 |
Profitability (%) | 32.2314 | 27.8689 | 36.6667 | 32.2314 | 27.8689 | 36.6667 |
Ratio Avg Win / Avg Loss | 5.6572 | 8.714 | 3.0294 | 2.6091 | 2.6333 | 2.6854 |
Largest Winning Trade | 639358 | 639358 | 67552 | 1323050 | 1323050 | 1280193 |
Largest Losing Trade | -41250 | -41250 | -29334 | -494220 | -456424 | -494220 |
Avg Bars in Trades | 44 | 37 | 51 | 44 | 37 | 51 |
Avg Bars in Winners | 96 | 91 | 100 | 96 | 91 | 100 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 5374 | 2258 | 3116 | 5374 | 2258 | 3116 |
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 | 325588 | -162970 | -242469 | 69287 | -532149 | -164231 |
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{ "first_band": { "type": "pwma", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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