Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1566529.475 | 1478630.695 | 87898.78 | 81988703.3553 | 90072556.9712 | -8083853.616 |
Total P&L (%) | 1566.5295 | 1478.6307 | 87.8988 | 81988.7034 | 90072.557 | -8083.8536 |
Avg Daily Profit (%) | 0.8406 | 0.7934 | 0.0472 | 0.3607 | 0.3658 | 0 |
Buy And Hold Return (%) | 9682.8975 | 9682.8975 | 9682.8975 | 9682.8975 | 9682.8975 | 9682.8975 |
Max Trade Drawdown | -50498 | -32911 | -48655 | -26374302 | -13123791 | -21766032 |
Profit Factor | 5.7596 | 12.3881 | 1.4411 | 2.1179 | 4.3639 | 0.8264 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 32.6087 | 34.7826 | 30.4348 | 32.6087 | 34.7826 | 30.4348 |
Ratio Avg Win / Avg Loss | 11.9032 | 23.2277 | 3.2939 | 4.3769 | 8.1824 | 1.8889 |
Largest Winning Trade | 540564 | 540564 | 61783 | 40728441 | 40728441 | 18887493 |
Largest Losing Trade | -19228 | -19228 | -17350 | -8935256 | -5017876 | -8935256 |
Avg Bars in Trades | 56 | 58 | 54 | 56 | 58 | 54 |
Avg Bars in Winners | 128 | 138 | 117 | 128 | 138 | 117 |
Avg Bars in Losers | 21 | 16 | 27 | 21 | 16 | 27 |
Bars Traded | 5221 | 2713 | 2508 | 5221 | 2713 | 2508 |
Profit Streak | 0 | 154.7299 | 0 | 0 | 154.7299 | 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 | -150742 | -149020 | -301176 | 249160 | 428502 | -585535 |
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{ "first_band": { "type": "pwma", "factors": { "length": 178, "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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