Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2253281.6617 | 2030057.1176 | 223224.5441 | 33815014.16 | 20706569.5029 | 13108444.6571 |
Total P&L (%) | 2253.2817 | 2030.0571 | 223.2245 | 33815.0142 | 20706.5695 | 13108.4447 |
Avg Daily Profit (%) | 0.9739 | 0.8774 | 0.0965 | 0.2521 | 0.231 | 0.2113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132707 | -66609 | -127366 | -16261062 | -9471599 | -6935807 |
Profit Factor | 6.3632 | 10.9891 | 2.0291 | 1.9368 | 2.2545 | 1.6691 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 36.7089 | 35 | 38.4615 | 36.7089 | 35 | 38.4615 |
Ratio Avg Win / Avg Loss | 10.971 | 20.4083 | 3.2466 | 3.3393 | 4.1869 | 2.6706 |
Largest Winning Trade | 1428831 | 1428831 | 83965 | 18137973 | 16742275 | 18137973 |
Largest Losing Trade | -80673 | -35092 | -80673 | -5243111 | -3765713 | -5243111 |
Avg Bars in Trades | 81 | 70 | 92 | 81 | 70 | 92 |
Avg Bars in Winners | 178 | 154 | 200 | 178 | 154 | 200 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 6431 | 2824 | 3607 | 6431 | 2824 | 3607 |
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 | -14601 | 574425 | -64775 | -24284 | 244392 | 245856 |
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{ "first_band": { "type": "pwma", "factors": { "length": 211, "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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