Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1282774.1269 | 1237971.6617 | 44802.4652 | 195990.4543 | -124104.8535 | 320095.3079 |
Total P&L (%) | 1282.7741 | 1237.9717 | 44.8025 | 195.9905 | -124.1049 | 320.0953 |
Avg Daily Profit (%) | 0.6706 | 0.6471 | 0.0234 | 0.0567 | 0 | 0.0751 |
Buy And Hold Return (%) | 29.6878 | 29.6878 | 29.6878 | 29.6878 | 29.6878 | 29.6878 |
Max Trade Drawdown | -212414 | -123590 | -125972 | -3721144 | -1607532 | -2366835 |
Profit Factor | 4.0668 | 6.3085 | 1.2421 | 1.0278 | 0.9664 | 1.095 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 44.8276 | 38.6364 | 51.1628 | 44.8276 | 38.6364 | 51.1628 |
Ratio Avg Win / Avg Loss | 5.0053 | 10.0193 | 1.1856 | 1.2649 | 1.5348 | 1.0452 |
Largest Winning Trade | 1355969 | 1355969 | 48636 | 1334803 | 1334803 | 606678 |
Largest Losing Trade | -41333 | -37363 | -41333 | -1093027 | -721612 | -1093027 |
Avg Bars in Trades | 40 | 36 | 44 | 40 | 36 | 44 |
Avg Bars in Winners | 58 | 54 | 61 | 58 | 54 | 61 |
Avg Bars in Losers | 25 | 25 | 25 | 25 | 25 | 25 |
Bars Traded | 3512 | 1616 | 1896 | 3512 | 1616 | 1896 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 626078 | 576970 | -171809 | -309185 | -582360 | -208545 |
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{ "first_band": { "type": "pwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 9 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 9 } } }
# | 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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