Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85583.578 | 45630.4934 | 39953.0846 | 106993.3236 | 38553.2233 | 68440.1003 |
Total P&L (%) | 85.5836 | 45.6305 | 39.9531 | 106.9933 | 38.5532 | 68.4401 |
Avg Daily Profit (%) | 0.1864 | 0.0994 | 0.087 | 0.1586 | 0.0711 | 0.1136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28861 | -27995 | -20427 | -82372 | -80577 | -33349 |
Profit Factor | 1.4725 | 1.5007 | 1.4439 | 1.3169 | 1.2049 | 1.4578 |
Total Trades | 404 | 202 | 202 | 404 | 202 | 202 |
Winning Trades | 290 | 146 | 144 | 290 | 146 | 144 |
Losing Trades | 114 | 56 | 58 | 114 | 56 | 58 |
Profitability (%) | 71.7822 | 72.2772 | 71.2871 | 71.7822 | 72.2772 | 71.2871 |
Ratio Avg Win / Avg Loss | 0.5788 | 0.5756 | 0.5816 | 0.5177 | 0.4622 | 0.5872 |
Largest Winning Trade | 7043 | 7043 | 5731 | 9941 | 7757 | 9941 |
Largest Losing Trade | -27995 | -27995 | -19106 | -80577 | -80577 | -32613 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 15 | 15 | 15 | 15 | 15 | 15 |
Avg Bars in Losers | 53 | 51 | 56 | 53 | 51 | 56 |
Bars Traded | 10692 | 5201 | 5491 | 10692 | 5201 | 5491 |
Profit Streak | 0 | 597.6793 | 0 | 0 | 597.6793 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 411282 | -58870 | -76923 | 368500 | -99094 | -39231 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 145, "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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