Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872352.578 | 629051.6836 | 243300.8944 | 3212688.7802 | -319415.363 | 3532104.1431 |
Total P&L (%) | 872.3526 | 629.0517 | 243.3009 | 3212.6888 | -319.4154 | 3532.1041 |
Avg Daily Profit (%) | 0.4796 | 0.3458 | 0.1338 | 0.1926 | 0 | 0.1977 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46123 | -46987 | -45337 | -1846417 | -1695597 | -1227261 |
Profit Factor | 4.0073 | 5.27 | 2.7043 | 1.3711 | 0.9289 | 1.8482 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 25 | 9 | 16 | 25 | 9 | 16 |
Losing Trades | 58 | 33 | 25 | 58 | 33 | 25 |
Profitability (%) | 30.1205 | 21.4286 | 39.0244 | 30.1205 | 21.4286 | 39.0244 |
Ratio Avg Win / Avg Loss | 9.2969 | 19.3233 | 4.2254 | 3.181 | 3.406 | 2.8878 |
Largest Winning Trade | 618773 | 618773 | 68133 | 1535900 | 906340 | 1535900 |
Largest Losing Trade | -24465 | -24465 | -19204 | -643469 | -643469 | -478320 |
Avg Bars in Trades | 41 | 29 | 52 | 41 | 29 | 52 |
Avg Bars in Winners | 101 | 83 | 111 | 101 | 83 | 111 |
Avg Bars in Losers | 15 | 15 | 15 | 15 | 15 | 15 |
Bars Traded | 3420 | 1251 | 2169 | 3420 | 1251 | 2169 |
Profit Streak | 0 | 0 | 20.8102 | 0 | 0 | 20.8102 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305489 | -27957 | -12986 | 21449 | -623234 | 282432 |
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{ "first_band": { "type": "pwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hlc3", "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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