Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1536173.7377 | 1464521.3529 | 71652.3848 | 60348853.4728 | 69664956.2876 | -9316102.8147 |
Total P&L (%) | 1536.1737 | 1464.5214 | 71.6524 | 60348.8535 | 69664.9563 | -9316.1028 |
Avg Daily Profit (%) | 0.8265 | 0.7879 | 0.0386 | 0.3452 | 0.3529 | 0 |
Buy And Hold Return (%) | 11402.9512 | 11402.9512 | 11402.9512 | 11402.9512 | 11402.9512 | 11402.9512 |
Max Trade Drawdown | -68727 | -31358 | -65847 | -19536334 | -12288752 | -16761796 |
Profit Factor | 5.1713 | 10.2675 | 1.3408 | 1.8822 | 3.4809 | 0.769 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 31.6327 | 34.6939 | 28.5714 | 31.6327 | 34.6939 | 28.5714 |
Ratio Avg Win / Avg Loss | 11.1767 | 19.327 | 3.352 | 4.0679 | 6.5523 | 1.9225 |
Largest Winning Trade | 542982 | 542982 | 62416 | 33065709 | 33065709 | 14638677 |
Largest Losing Trade | -19228 | -19228 | -13933 | -6579785 | -3599722 | -6579785 |
Avg Bars in Trades | 53 | 55 | 51 | 53 | 55 | 51 |
Avg Bars in Winners | 128 | 134 | 121 | 128 | 134 | 121 |
Avg Bars in Losers | 18 | 13 | 23 | 18 | 13 | 23 |
Bars Traded | 5221 | 2711 | 2510 | 5221 | 2711 | 2510 |
Profit Streak | 0 | 149.879 | 0 | 0 | 149.879 | 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 | -151550 | -149079 | -319995 | 173916 | 378567 | -592255 |
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{ "first_band": { "type": "pwma", "factors": { "length": 175, "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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