Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483159.1559 | 1444660.9207 | 38498.2351 | 29058702.9556 | 34902067.1426 | -5843364.187 |
Total P&L (%) | 1483.1592 | 1444.6609 | 38.4982 | 29058.703 | 34902.0671 | -5843.3642 |
Avg Daily Profit (%) | 0.7942 | 0.7736 | 0.0206 | 0.3044 | 0.3142 | 0 |
Buy And Hold Return (%) | 9398.4574 | 9398.4574 | 9398.4574 | 9398.4574 | 9398.4574 | 9398.4574 |
Max Trade Drawdown | -111865 | -53752 | -71045 | -16478422 | -7680332 | -10655522 |
Profit Factor | 4.509 | 8.6863 | 1.164 | 1.6606 | 2.8938 | 0.7714 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 37.1795 | 41.0256 | 33.3333 | 37.1795 | 41.0256 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.6187 | 12.4866 | 2.328 | 2.8059 | 4.1599 | 1.5427 |
Largest Winning Trade | 477380 | 477380 | 61612 | 19060489 | 19060489 | 7206621 |
Largest Losing Trade | -34727 | -34727 | -24739 | -7214008 | -7214008 | -7088089 |
Avg Bars in Trades | 44 | 46 | 42 | 44 | 46 | 42 |
Avg Bars in Winners | 93 | 97 | 88 | 93 | 97 | 88 |
Avg Bars in Losers | 15 | 11 | 19 | 15 | 11 | 19 |
Bars Traded | 3481 | 1812 | 1669 | 3481 | 1812 | 1669 |
Profit Streak | 0 | 79.1028 | 0 | 0 | 79.1028 | 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 | -188989 | -147220 | -376554 | -34717 | 329411 | -584461 |
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{ "first_band": { "type": "pwma", "factors": { "length": 111, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 111, "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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