Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240650.299 | 1084959.6279 | 155690.671 | 3896412.3862 | 2022694.5245 | 1873717.8617 |
Total P&L (%) | 1240.6503 | 1084.9596 | 155.6907 | 3896.4124 | 2022.6945 | 1873.7179 |
Avg Daily Profit (%) | 0.5376 | 0.4701 | 0.0675 | 0.1599 | 0.1325 | 0.1293 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139912 | -75178 | -193767 | -4453399 | -3345234 | -2222194 |
Profit Factor | 2.1203 | 3.0372 | 1.2708 | 1.1991 | 1.2115 | 1.1872 |
Total Trades | 245 | 123 | 122 | 245 | 123 | 122 |
Winning Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Losing Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Profitability (%) | 31.4286 | 31.7073 | 31.1475 | 31.4286 | 31.7073 | 31.1475 |
Ratio Avg Win / Avg Loss | 4.626 | 6.5416 | 2.8092 | 2.6162 | 2.6094 | 2.6244 |
Largest Winning Trade | 404294 | 404294 | 85231 | 3338973 | 3338973 | 2588612 |
Largest Losing Trade | -41005 | -23482 | -41005 | -1640135 | -872397 | -1640135 |
Avg Bars in Trades | 37 | 33 | 40 | 37 | 33 | 40 |
Avg Bars in Winners | 85 | 70 | 100 | 85 | 70 | 100 |
Avg Bars in Losers | 15 | 16 | 13 | 15 | 16 | 13 |
Bars Traded | 9104 | 4119 | 4985 | 9104 | 4119 | 4985 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324548 | 317053 | -109399 | 48163 | -22438 | -40992 |
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{ "first_band": { "type": "pwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 116, "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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