Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153675.9074 | 1013106.3718 | 140569.5357 | 1008661.496 | 375633.5576 | 633027.9384 |
Total P&L (%) | 1153.6759 | 1013.1064 | 140.5695 | 1008.6615 | 375.6336 | 633.0279 |
Avg Daily Profit (%) | 0.4999 | 0.439 | 0.0609 | 0.1043 | 0.0676 | 0.0864 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153791 | -120063 | -233578 | -1128432 | -1227596 | -516921 |
Profit Factor | 1.6484 | 2.0841 | 1.1664 | 1.173 | 1.1124 | 1.2543 |
Total Trades | 465 | 233 | 232 | 465 | 233 | 232 |
Winning Trades | 152 | 69 | 83 | 152 | 69 | 83 |
Losing Trades | 313 | 164 | 149 | 313 | 164 | 149 |
Profitability (%) | 32.6882 | 29.6137 | 35.7759 | 32.6882 | 29.6137 | 35.7759 |
Ratio Avg Win / Avg Loss | 3.3945 | 4.9536 | 2.0939 | 2.4155 | 2.6441 | 2.2517 |
Largest Winning Trade | 600507 | 600507 | 53384 | 1135159 | 1135159 | 487135 |
Largest Losing Trade | -21663 | -18436 | -21663 | -353854 | -353854 | -231436 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 40 | 40 | 41 | 40 | 40 | 41 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 9123 | 4308 | 4815 | 9123 | 4308 | 4815 |
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 | 349143 | 198156 | -152539 | -86454 | -206941 | -80928 |
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{ "first_band": { "type": "pwma", "factors": { "length": 44, "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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