Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1181451.7781 | 958835.1612 | 222616.6168 | 7713998.9438 | 6748561.8159 | 965437.1279 |
Total P&L (%) | 1181.4518 | 958.8352 | 222.6166 | 7713.9989 | 6748.5618 | 965.4371 |
Avg Daily Profit (%) | 0.5108 | 0.4146 | 0.0963 | 0.1886 | 0.1829 | 0.1024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128242 | -131252 | -137799 | -15656578 | -11081089 | -7882465 |
Profit Factor | 1.8972 | 2.4025 | 1.3516 | 1.1832 | 1.2976 | 1.0497 |
Total Trades | 343 | 172 | 171 | 343 | 172 | 171 |
Winning Trades | 115 | 54 | 61 | 115 | 54 | 61 |
Losing Trades | 228 | 118 | 110 | 228 | 118 | 110 |
Profitability (%) | 33.5277 | 31.3953 | 35.6725 | 33.5277 | 31.3953 | 35.6725 |
Ratio Avg Win / Avg Loss | 3.7614 | 5.2499 | 2.4373 | 2.3457 | 2.8356 | 1.8928 |
Largest Winning Trade | 487856 | 487856 | 61121 | 11505273 | 11505273 | 2633498 |
Largest Losing Trade | -21981 | -19317 | -21981 | -3781190 | -2979039 | -3781190 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 57 | 59 | 56 | 57 | 59 | 56 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 9120 | 4288 | 4832 | 9120 | 4288 | 4832 |
Profit Streak | 20.8461 | 31.3461 | 0 | 20.8461 | 31.3461 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 378510 | 301574 | -67908 | -13780 | 108022 | -225667 |
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{ "first_band": { "type": "pwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "hlc3", "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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