Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1528440.8508 | 1458485.9435 | 69954.9073 | 58760453.0256 | 66018794.7681 | -7258341.7425 |
Total P&L (%) | 1528.4409 | 1458.4859 | 69.9549 | 58760.453 | 66018.7948 | -7258.3417 |
Avg Daily Profit (%) | 0.8173 | 0.7799 | 0.0374 | 0.3416 | 0.3479 | 0 |
Buy And Hold Return (%) | 8759.4285 | 8759.4285 | 8759.4285 | 8759.4285 | 8759.4285 | 8759.4285 |
Max Trade Drawdown | -68727 | -29458 | -64226 | -17779690 | -11479508 | -15085138 |
Profit Factor | 5.1988 | 10.7998 | 1.3251 | 1.9195 | 3.5745 | 0.8103 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 65 | 31 | 34 | 65 | 31 | 34 |
Profitability (%) | 32.2917 | 35.4167 | 29.1667 | 32.2917 | 35.4167 | 29.1667 |
Ratio Avg Win / Avg Loss | 10.9007 | 19.6937 | 3.2181 | 4.0248 | 6.5182 | 1.9678 |
Largest Winning Trade | 540564 | 540564 | 62416 | 30446952 | 30446952 | 14329734 |
Largest Losing Trade | -19228 | -19228 | -17350 | -6406889 | -3157113 | -6406889 |
Avg Bars in Trades | 54 | 56 | 52 | 54 | 56 | 52 |
Avg Bars in Winners | 130 | 138 | 121 | 130 | 138 | 121 |
Avg Bars in Losers | 18 | 11 | 23 | 18 | 11 | 23 |
Bars Traded | 5221 | 2710 | 2511 | 5221 | 2710 | 2511 |
Profit Streak | 0 | 161.2446 | 0 | 0 | 161.2446 | 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 | -151286 | -148872 | -318719 | 218449 | 411632 | -589362 |
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{ "first_band": { "type": "pwma", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 176, "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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