Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1432965.697 | 1386748.7499 | 46216.9471 | 35082016.8019 | 44866206.3499 | -9784189.548 |
Total P&L (%) | 1432.9657 | 1386.7488 | 46.2169 | 35082.0168 | 44866.2064 | -9784.1895 |
Avg Daily Profit (%) | 0.7677 | 0.743 | 0.0248 | 0.3146 | 0.3278 | 0 |
Buy And Hold Return (%) | 10252.5321 | 10252.5321 | 10252.5321 | 10252.5321 | 10252.5321 | 10252.5321 |
Max Trade Drawdown | -43312 | -34671 | -60538 | -12134724 | -10414203 | -14625004 |
Profit Factor | 4.6658 | 9.739 | 1.199 | 1.6686 | 2.9747 | 0.6711 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Losing Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Profitability (%) | 35.1064 | 40.4255 | 29.7872 | 35.1064 | 40.4255 | 29.7872 |
Ratio Avg Win / Avg Loss | 8.6247 | 14.3522 | 2.8263 | 3.0844 | 4.3837 | 1.5819 |
Largest Winning Trade | 477380 | 477380 | 61989 | 24779943 | 24779943 | 9151320 |
Largest Losing Trade | -24237 | -18613 | -24237 | -4276414 | -3391136 | -4276414 |
Avg Bars in Trades | 37 | 38 | 35 | 37 | 38 | 35 |
Avg Bars in Winners | 81 | 81 | 81 | 81 | 81 | 81 |
Avg Bars in Losers | 12 | 8 | 16 | 12 | 8 | 16 |
Bars Traded | 3481 | 1802 | 1678 | 3481 | 1802 | 1678 |
Profit Streak | 0 | 78.6467 | 0 | 0 | 78.6467 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150879 | -147655 | -334689 | 140419 | 354201 | -586634 |
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{ "first_band": { "type": "pwma", "factors": { "length": 116, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 116, "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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