Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1636320.5614 | 1565818.9909 | 70501.5705 | 58026004.0898 | 59115249.1244 | -1089245.0346 |
Total P&L (%) | 1636.3206 | 1565.819 | 70.5016 | 58026.0041 | 59115.2491 | -1089.245 |
Avg Daily Profit (%) | 0.8815 | 0.8435 | 0.038 | 0.3435 | 0.3445 | 0 |
Buy And Hold Return (%) | 8250.1067 | 8250.1067 | 8250.1067 | 8250.1067 | 8250.1067 | 8250.1067 |
Max Trade Drawdown | -87214 | -42164 | -75191 | -20314884 | -11559528 | -21690445 |
Profit Factor | 5.1452 | 9.4806 | 1.3355 | 1.7627 | 2.8294 | 0.9751 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Profitability (%) | 35.7143 | 36.7347 | 34.6939 | 35.7143 | 36.7347 | 34.6939 |
Ratio Avg Win / Avg Loss | 9.2614 | 16.3277 | 2.514 | 3.1728 | 4.8728 | 1.8355 |
Largest Winning Trade | 653264 | 653264 | 63773 | 27265833 | 27265833 | 15454662 |
Largest Losing Trade | -26617 | -25434 | -26617 | -6850581 | -3540140 | -6850581 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 122 | 130 | 113 | 122 | 130 | 113 |
Avg Bars in Losers | 15 | 11 | 18 | 15 | 11 | 18 |
Bars Traded | 5223 | 2704 | 2519 | 5223 | 2704 | 2519 |
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 | -149934 | -149108 | -312389 | 263224 | 345994 | -583856 |
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{ "first_band": { "type": "pwma", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 159, "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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