Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800372.241 | 562077.3679 | 238294.8731 | 2693888.326 | 73729.0493 | 2620159.2767 |
Total P&L (%) | 800.3722 | 562.0774 | 238.2949 | 2693.8883 | 73.729 | 2620.1593 |
Avg Daily Profit (%) | 0.4415 | 0.3101 | 0.1315 | 0.1839 | 0.0305 | 0.1824 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55978 | -94865 | -31020 | -1173733 | -1130413 | -456584 |
Profit Factor | 3.8733 | 4.716 | 2.8719 | 1.5736 | 1.0287 | 2.2327 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 33.3333 | 24.3902 | 42.5 | 33.3333 | 24.3902 | 42.5 |
Ratio Avg Win / Avg Loss | 7.7466 | 14.6197 | 3.8856 | 3.1472 | 3.1889 | 3.0207 |
Largest Winning Trade | 553067 | 553067 | 66004 | 1188245 | 678099 | 1188245 |
Largest Losing Trade | -25602 | -25602 | -22146 | -339454 | -305515 | -339454 |
Avg Bars in Trades | 62 | 46 | 79 | 62 | 46 | 79 |
Avg Bars in Winners | 150 | 124 | 166 | 150 | 124 | 166 |
Avg Bars in Losers | 18 | 21 | 14 | 18 | 21 | 14 |
Bars Traded | 5074 | 1908 | 3166 | 5074 | 1908 | 3166 |
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 | -5688 | -15901 | -14930 | -11992 | -372508 | 332931 |
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{ "first_band": { "type": "pwma", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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