Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 929020.6021 | 631742.7094 | 297277.8927 | 24226876.8623 | 7495544.8623 | 16731332 |
Total P&L (%) | 929.0206 | 631.7427 | 297.2779 | 24226.8769 | 7495.5449 | 16731.332 |
Avg Daily Profit (%) | 0.4883 | 0.3321 | 0.1563 | 0.2892 | 0.2279 | 0.2698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57716 | -98429 | -51885 | -13785416 | -15920990 | -5426154 |
Profit Factor | 2.213 | 2.4926 | 1.8677 | 1.3081 | 1.1601 | 1.5258 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 74 | 34 | 40 | 74 | 34 | 40 |
Losing Trades | 129 | 68 | 61 | 129 | 68 | 61 |
Profitability (%) | 36.4532 | 33.3333 | 39.604 | 36.4532 | 33.3333 | 39.604 |
Ratio Avg Win / Avg Loss | 3.8579 | 4.9852 | 2.8482 | 2.2804 | 2.3203 | 2.3269 |
Largest Winning Trade | 227323 | 227323 | 49971 | 13924108 | 13924108 | 7372933 |
Largest Losing Trade | -22044 | -15743 | -22044 | -5335373 | -5335373 | -2437396 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 35 | 34 | 35 | 35 | 34 | 35 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 3709 | 1773 | 1936 | 3709 | 1773 | 1936 |
Profit Streak | 493.5636 | 494.0636 | 0 | 493.5636 | 494.0636 | 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 | 409319 | 288559 | 242710 | 241249 | -40900 | 257723 |
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{ "first_band": { "type": "pwma", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 39, "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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