Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 838719.9255 | 549457.4349 | 289262.4905 | 15387857.3612 | -409247.3254 | 15797104.6866 |
Total P&L (%) | 838.7199 | 549.4574 | 289.2625 | 15387.8574 | -409.2473 | 15797.1047 |
Avg Daily Profit (%) | 0.4409 | 0.2888 | 0.152 | 0.2654 | 0 | 0.2668 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75577 | -95252 | -75730 | -20712073 | -17947064 | -8447980 |
Profit Factor | 2.3557 | 2.6311 | 2.0265 | 1.2169 | 0.9903 | 1.5509 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 103 | 56 | 47 | 103 | 56 | 47 |
Profitability (%) | 36.8098 | 31.7073 | 41.9753 | 36.8098 | 31.7073 | 41.9753 |
Ratio Avg Win / Avg Loss | 4.044 | 5.6669 | 2.8013 | 2.0891 | 2.133 | 2.1439 |
Largest Winning Trade | 165516 | 165516 | 52071 | 13431391 | 13431391 | 8429182 |
Largest Losing Trade | -31238 | -29552 | -31238 | -6497200 | -6497200 | -4173588 |
Avg Bars in Trades | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Winners | 45 | 47 | 43 | 45 | 47 | 43 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 3705 | 1703 | 2002 | 3705 | 1703 | 2002 |
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 | 381066 | 90745 | -3738 | 190304 | -589294 | -3464 |
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{ "first_band": { "type": "pwma", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 51, "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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