Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87848.9067 | -73105.7942 | 160954.7009 | -2028.9211 | -71305.0903 | 69276.1692 |
Total P&L (%) | 87.8489 | -73.1058 | 160.9547 | -2.0289 | -71.3051 | 69.2762 |
Avg Daily Profit (%) | 0.0853 | -0.071 | 0.1563 | -0.002 | -0.1211 | 0.0511 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -114433 | -131039 | -65344 | -115197 | -100266 | -77420 |
Profit Factor | 1.2703 | 0.6918 | 2.8324 | 0.9928 | 0.6173 | 1.7189 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Losing Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Profitability (%) | 74.3902 | 65.8537 | 82.9268 | 74.3902 | 65.8537 | 82.9268 |
Ratio Avg Win / Avg Loss | 0.4373 | 0.3587 | 0.5831 | 0.3418 | 0.3201 | 0.3539 |
Largest Winning Trade | 24541 | 24541 | 17833 | 21144 | 21144 | 19136 |
Largest Losing Trade | -57171 | -57171 | -46211 | -50879 | -42315 | -50879 |
Avg Bars in Trades | 34 | 43 | 25 | 34 | 43 | 25 |
Avg Bars in Winners | 13 | 11 | 15 | 13 | 11 | 15 |
Avg Bars in Losers | 95 | 105 | 75 | 95 | 105 | 75 |
Bars Traded | 2846 | 1788 | 1058 | 2846 | 1788 | 1058 |
Profit Streak | 85.233 | 85.233 | 130.233 | 85.233 | 85.233 | 130.233 |
Trades During Streak | 15 | 7 | 11 | 15 | 7 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84476 | -577145 | 575087 | -584403 | -577145 | -118121 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 138, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 138, "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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