Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1487951.5091 | 1371387.6435 | 116563.8656 | 1369860.83 | -277130.2032 | 1646991.0332 |
Total P&L (%) | 1487.9515 | 1371.3876 | 116.5639 | 1369.8608 | -277.1302 | 1646.991 |
Avg Daily Profit (%) | 0.6326 | 0.5831 | 0.0496 | 0.1143 | 0 | 0.1217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146286 | -63261 | -147317 | -1240986 | -1091938 | -242466 |
Profit Factor | 3.9076 | 6.1072 | 1.4792 | 1.4606 | 0.8624 | 2.7162 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 30.5882 | 23.2558 | 38.0952 | 30.5882 | 23.2558 | 38.0952 |
Ratio Avg Win / Avg Loss | 8.8672 | 20.1536 | 2.4038 | 3.3143 | 2.8461 | 4.4138 |
Largest Winning Trade | 1340536 | 1340536 | 58998 | 929957 | 565708 | 929957 |
Largest Losing Trade | -25899 | -22394 | -25899 | -547995 | -547995 | -165307 |
Avg Bars in Trades | 51 | 43 | 60 | 51 | 43 | 60 |
Avg Bars in Winners | 117 | 114 | 120 | 117 | 114 | 120 |
Avg Bars in Losers | 22 | 21 | 23 | 22 | 21 | 23 |
Bars Traded | 4401 | 1858 | 2543 | 4401 | 1858 | 2543 |
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 | 410666 | -17611 | -129023 | -45080 | -615451 | -29536 |
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{ "first_band": { "type": "pwma", "factors": { "length": 147, "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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