Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1210406.0207 | 996123.8669 | 214282.1539 | 4883277.2001 | 2672565.6371 | 2210711.563 |
Total P&L (%) | 1210.406 | 996.1239 | 214.2822 | 4883.2772 | 2672.5656 | 2210.7116 |
Avg Daily Profit (%) | 0.5216 | 0.4292 | 0.0923 | 0.1686 | 0.1433 | 0.1354 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138080 | -132054 | -134786 | -18956652 | -14894859 | -5726487 |
Profit Factor | 1.8075 | 2.2621 | 1.3019 | 1.0962 | 1.0944 | 1.0984 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 266 | 136 | 130 | 266 | 136 | 130 |
Profitability (%) | 31.7949 | 30.2564 | 33.3333 | 31.7949 | 30.2564 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.8774 | 5.2144 | 2.6038 | 2.3515 | 2.5227 | 2.1969 |
Largest Winning Trade | 507579 | 507579 | 60530 | 12601341 | 12601341 | 3936142 |
Largest Losing Trade | -19805 | -19805 | -18951 | -4666399 | -4666399 | -3314265 |
Avg Bars in Trades | 17 | 16 | 18 | 17 | 16 | 18 |
Avg Bars in Winners | 36 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Losers | 8 | 8 | 9 | 8 | 8 | 9 |
Bars Traded | 6889 | 3228 | 3661 | 6889 | 3228 | 3661 |
Profit Streak | 18.3634 | 0 | 19.6968 | 18.3634 | 0 | 19.6968 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 360524 | 265257 | -73666 | -110034 | -123860 | -128173 |
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{ "first_band": { "type": "pwma", "factors": { "length": 42, "offset": 0 } }, "second_band": { "type": "hl2", "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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