Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930507.3271 | 925943.1165 | 4564.2106 | 292642.466 | 602654.7316 | -310012.2656 |
Total P&L (%) | 930.5073 | 925.9431 | 4.5642 | 292.6425 | 602.6547 | -310.0123 |
Avg Daily Profit (%) | 0.4947 | 0.4923 | 0.0024 | 0.0727 | 0.1037 | 0 |
Buy And Hold Return (%) | 251.4231 | 251.4231 | 251.4231 | 251.4231 | 251.4231 | 251.4231 |
Max Trade Drawdown | -154939 | -52551 | -130089 | -796523 | -265581 | -598052 |
Profit Factor | 3.2761 | 6.4023 | 1.0192 | 1.1411 | 1.684 | 0.7401 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 31.1475 | 30 | 32.2581 | 31.1475 | 30 | 32.2581 |
Ratio Avg Win / Avg Loss | 7.242 | 14.9388 | 2.1404 | 2.5224 | 3.9292 | 1.5543 |
Largest Winning Trade | 842856 | 842856 | 61231 | 812306 | 812306 | 190750 |
Largest Losing Trade | -68309 | -20373 | -68309 | -241761 | -115991 | -241761 |
Avg Bars in Trades | 56 | 48 | 64 | 56 | 48 | 64 |
Avg Bars in Winners | 138 | 100 | 172 | 138 | 100 | 172 |
Avg Bars in Losers | 19 | 26 | 13 | 19 | 26 | 13 |
Bars Traded | 3457 | 1453 | 2003 | 3457 | 1453 | 2003 |
Profit Streak | 54.2905 | 54.7905 | 54.2905 | 54.2905 | 54.7905 | 54.2905 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -158293 | 334681 | -559995 | -447429 | -62430 | -584377 |
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{ "first_band": { "type": "pwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 232, "offset": 0 } }, "second_band": { "type": "hl2", "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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