Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1643205.61 | 1482115.0117 | 161090.5983 | 237513874.1614 | 185304755.6586 | 52209118.5028 |
Total P&L (%) | 1643.2056 | 1482.115 | 161.0906 | 237513.8742 | 185304.7557 | 52209.1185 |
Avg Daily Profit (%) | 0.724 | 0.6531 | 0.071 | 0.3431 | 0.3321 | 0.2762 |
Buy And Hold Return (%) | 8919.555 | 8919.555 | 8919.555 | 8919.555 | 8919.555 | 8919.555 |
Max Trade Drawdown | -55195 | -67060 | -76331 | -115342296 | -78215860 | -93844350 |
Profit Factor | 4.3157 | 7.1685 | 1.6309 | 1.7835 | 2.2184 | 1.3456 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Profitability (%) | 41.0596 | 40 | 42.1053 | 41.0596 | 40 | 42.1053 |
Ratio Avg Win / Avg Loss | 6.1951 | 10.7528 | 2.2426 | 2.5601 | 3.3276 | 1.8502 |
Largest Winning Trade | 547785 | 547785 | 47614 | 131409883 | 131409883 | 64365742 |
Largest Losing Trade | -40337 | -17155 | -40337 | -67251415 | -31739838 | -67251415 |
Avg Bars in Trades | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Winners | 55 | 54 | 55 | 55 | 54 | 55 |
Avg Bars in Losers | 11 | 9 | 13 | 11 | 9 | 13 |
Bars Traded | 4448 | 2065 | 2383 | 4448 | 2065 | 2383 |
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 | -148375 | -205908 | -313383 | 368473 | -47180 | -43130 |
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{ "first_band": { "type": "pwma", "factors": { "length": 64, "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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