Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2219748.1673 | 2152048.8127 | 67699.3546 | 55602158.4535 | 81931337.6444 | -26329179.1909 |
Total P&L (%) | 2219.7482 | 2152.0488 | 67.6994 | 55602.1585 | 81931.3376 | -26329.1792 |
Avg Daily Profit (%) | 1.1947 | 1.1583 | 0.0364 | 0.3409 | 0.3618 | 0 |
Buy And Hold Return (%) | 8711.7734 | 8711.7734 | 8711.7734 | 8711.7734 | 8711.7734 | 8711.7734 |
Max Trade Drawdown | -42673 | -27400 | -51509 | -31927273 | -16492255 | -33471600 |
Profit Factor | 7.999 | 16.4808 | 1.38 | 1.5992 | 3.1704 | 0.5216 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Profitability (%) | 31.5217 | 36.9565 | 26.087 | 31.5217 | 36.9565 | 26.087 |
Ratio Avg Win / Avg Loss | 17.377 | 28.1143 | 3.9101 | 3.4742 | 5.4084 | 1.478 |
Largest Winning Trade | 1402392 | 1402392 | 63130 | 45763326 | 45763326 | 15767529 |
Largest Losing Trade | -16950 | -16950 | -15965 | -8753861 | -8753861 | -8181787 |
Avg Bars in Trades | 56 | 59 | 54 | 56 | 59 | 54 |
Avg Bars in Winners | 128 | 131 | 123 | 128 | 131 | 123 |
Avg Bars in Losers | 23 | 17 | 29 | 23 | 17 | 29 |
Bars Traded | 5221 | 2737 | 2484 | 5221 | 2737 | 2484 |
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 | -150681 | -148771 | -333267 | 176869 | 377299 | -604061 |
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{ "first_band": { "type": "pwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "hlc3", "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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