Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3047538.953 | 2907231.8998 | 140307.0532 | 172481315.8704 | 141588195.2071 | 30893120.6633 |
Total P&L (%) | 3047.539 | 2907.2319 | 140.3071 | 172481.3159 | 141588.1952 | 30893.1207 |
Avg Daily Profit (%) | 1.3498 | 1.2876 | 0.0621 | 0.3307 | 0.3219 | 0.2544 |
Buy And Hold Return (%) | 8649.5133 | 8649.5133 | 8649.5133 | 8649.5133 | 8649.5133 | 8649.5133 |
Max Trade Drawdown | -59111 | -53954 | -41534 | -76693177 | -48874918 | -46757290 |
Profit Factor | 7.845 | 13.6738 | 1.6501 | 1.8987 | 2.4316 | 1.3321 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Losing Trades | 109 | 56 | 53 | 109 | 56 | 53 |
Profitability (%) | 36.6279 | 34.8837 | 38.3721 | 36.6279 | 34.8837 | 38.3721 |
Ratio Avg Win / Avg Loss | 13.5731 | 25.5244 | 2.6501 | 3.2851 | 4.5389 | 2.1395 |
Largest Winning Trade | 2051951 | 2051951 | 54286 | 120158868 | 120158868 | 45516689 |
Largest Losing Trade | -23282 | -19569 | -23282 | -26476017 | -25673798 | -26476017 |
Avg Bars in Trades | 75 | 73 | 78 | 75 | 73 | 78 |
Avg Bars in Winners | 163 | 163 | 162 | 163 | 163 | 162 |
Avg Bars in Losers | 25 | 24 | 26 | 25 | 24 | 26 |
Bars Traded | 13060 | 6301 | 6758 | 13060 | 6301 | 6758 |
Profit Streak | 0 | 95.7275 | 0 | 0 | 95.7275 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147905 | -148904 | -277449 | 304557 | 304877 | 88012 |
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{ "first_band": { "type": "pwma", "factors": { "length": 74, "offset": 162 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 74, "offset": 162 } }, "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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