Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3701561.6187 | 3618394.4393 | 83167.1795 | 30646424.4866 | 45608114.0308 | -14961689.5443 |
Total P&L (%) | 3701.5616 | 3618.3944 | 83.1672 | 30646.4245 | 45608.114 | -14961.6895 |
Avg Daily Profit (%) | 1.8115 | 1.7708 | 0.0407 | 0.2807 | 0.3002 | 0 |
Buy And Hold Return (%) | 3243.2122 | 3243.2122 | 3243.2122 | 3243.2122 | 3243.2122 | 3243.2122 |
Max Trade Drawdown | -164530 | -70307 | -109196 | -68017647 | -40112959 | -41302506 |
Profit Factor | 5.1286 | 8.5655 | 1.1988 | 1.1622 | 1.4476 | 0.8282 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 79 | 38 | 41 | 79 | 38 | 41 |
Losing Trades | 90 | 47 | 43 | 90 | 47 | 43 |
Profitability (%) | 46.7456 | 44.7059 | 48.8095 | 46.7456 | 44.7059 | 48.8095 |
Ratio Avg Win / Avg Loss | 5.8427 | 10.5942 | 1.2573 | 1.324 | 1.7905 | 0.8686 |
Largest Winning Trade | 1839721 | 1839721 | 77268 | 27742385 | 27742385 | 21084046 |
Largest Losing Trade | -57134 | -44016 | -57134 | -22960022 | -22960022 | -15564067 |
Avg Bars in Trades | 35 | 35 | 34 | 35 | 35 | 34 |
Avg Bars in Winners | 45 | 52 | 38 | 45 | 52 | 38 |
Avg Bars in Losers | 26 | 21 | 31 | 26 | 21 | 31 |
Bars Traded | 5957 | 3028 | 2929 | 5957 | 3028 | 2929 |
Profit Streak | 283.5549 | 283.8883 | 0 | 283.5549 | 283.8883 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -99668 | -109047 | -306932 | -33212 | 330990 | -581570 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 101 } }, "second_band": { "type": "wma", "factors": { "length": 117, "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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