Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1526799.8206 | 1479305.8081 | 47494.0125 | 39646425.565 | 46454585.4222 | -6808159.8572 |
Total P&L (%) | 1526.7998 | 1479.3058 | 47.494 | 39646.4256 | 46454.5854 | -6808.1599 |
Avg Daily Profit (%) | 0.8191 | 0.7936 | 0.0255 | 0.3216 | 0.3301 | 0 |
Buy And Hold Return (%) | 9541.4076 | 9541.4076 | 9541.4076 | 9541.4076 | 9541.4076 | 9541.4076 |
Max Trade Drawdown | -99119 | -49780 | -64293 | -20364757 | -9491691 | -14220618 |
Profit Factor | 4.8776 | 10.1762 | 1.2042 | 1.724 | 3.1608 | 0.7953 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 40.5405 | 45.9459 | 35.1351 | 40.5405 | 45.9459 | 35.1351 |
Ratio Avg Win / Avg Loss | 7.1539 | 11.972 | 2.2232 | 2.5285 | 3.7185 | 1.4683 |
Largest Winning Trade | 477380 | 477380 | 63405 | 24702950 | 24702950 | 10012975 |
Largest Losing Trade | -34727 | -34727 | -24739 | -8915387 | -8915387 | -8759771 |
Avg Bars in Trades | 47 | 48 | 45 | 47 | 48 | 45 |
Avg Bars in Winners | 91 | 93 | 89 | 91 | 93 | 89 |
Avg Bars in Losers | 16 | 10 | 21 | 16 | 10 | 21 |
Bars Traded | 3482 | 1799 | 1683 | 3482 | 1799 | 1683 |
Profit Streak | 0 | 76.4787 | 0 | 0 | 76.4787 | 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 | -217346 | -145151 | -329776 | -62195 | 458166 | -584886 |
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{ "first_band": { "type": "pwma", "factors": { "length": 109, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 109, "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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