Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1617309.0945 | 1492409.4525 | 124899.642 | 100491744.0094 | 83369513.747 | 17122230.2624 |
Total P&L (%) | 1617.3091 | 1492.4095 | 124.8996 | 100491.744 | 83369.5137 | 17122.2303 |
Avg Daily Profit (%) | 0.8672 | 0.8002 | 0.067 | 0.3714 | 0.3614 | 0.2765 |
Buy And Hold Return (%) | 9381.0379 | 9381.0379 | 9381.0379 | 9381.0379 | 9381.0379 | 9381.0379 |
Max Trade Drawdown | -79211 | -44655 | -58452 | -25375721 | -15681419 | -27541951 |
Profit Factor | 4.5647 | 7.5615 | 1.552 | 2.0233 | 3.178 | 1.2857 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 43.3333 | 37.3333 | 49.3333 | 43.3333 | 37.3333 | 49.3333 |
Ratio Avg Win / Avg Loss | 5.9692 | 12.6926 | 1.594 | 2.6459 | 5.3344 | 1.3205 |
Largest Winning Trade | 572557 | 572557 | 62938 | 25881713 | 25881713 | 23115760 |
Largest Losing Trade | -37956 | -21588 | -37956 | -11631028 | -5398464 | -11631028 |
Avg Bars in Trades | 36 | 36 | 35 | 36 | 36 | 35 |
Avg Bars in Winners | 65 | 81 | 54 | 65 | 81 | 54 |
Avg Bars in Losers | 13 | 10 | 17 | 13 | 10 | 17 |
Bars Traded | 5422 | 2759 | 2663 | 5422 | 2759 | 2663 |
Profit Streak | 0 | 76.6235 | 0 | 0 | 76.6235 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146884 | -205002 | -323772 | 415491 | -45429 | -56583 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 77 } }, "second_band": { "type": "fwma", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 77 } }, "second_band": { "type": "fwma", "factors": { "length": 44, "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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