Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1644609.4157 | 1581268.765 | 63340.6508 | 53484060.3677 | 67865622.4738 | -14381562.1061 |
Total P&L (%) | 1644.6094 | 1581.2688 | 63.3407 | 53484.0604 | 67865.6225 | -14381.5621 |
Avg Daily Profit (%) | 0.8816 | 0.8476 | 0.034 | 0.3374 | 0.3502 | 0 |
Buy And Hold Return (%) | 9884.6303 | 9884.6303 | 9884.6303 | 9884.6303 | 9884.6303 | 9884.6303 |
Max Trade Drawdown | -104288 | -57440 | -77086 | -19384394 | -16657722 | -21841247 |
Profit Factor | 4.9731 | 9.4003 | 1.2806 | 1.543 | 2.6273 | 0.7468 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 37.7778 | 37.7778 | 37.7778 | 37.7778 | 37.7778 | 37.7778 |
Ratio Avg Win / Avg Loss | 8.1909 | 15.4829 | 2.1093 | 2.5414 | 4.3272 | 1.23 |
Largest Winning Trade | 641677 | 641677 | 63621 | 37457488 | 37457488 | 18438352 |
Largest Losing Trade | -33189 | -33189 | -24381 | -6530152 | -6180275 | -6530152 |
Avg Bars in Trades | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Winners | 84 | 89 | 79 | 84 | 89 | 79 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 3483 | 1790 | 1693 | 3483 | 1790 | 1693 |
Profit Streak | 0 | 77.5767 | 0 | 0 | 77.5767 | 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 | -149278 | -148171 | -316922 | 227513 | 364085 | -583798 |
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{ "first_band": { "type": "pwma", "factors": { "length": 105, "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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