Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276735.7182 | 134543.4147 | 142192.3035 | 567880.084 | 130072.0916 | 437807.9923 |
Total P&L (%) | 276.7357 | 134.5434 | 142.1923 | 567.8801 | 130.0721 | 437.808 |
Avg Daily Profit (%) | 0.2971 | 0.1445 | 0.1527 | 0.2041 | 0.0895 | 0.1808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58141 | -58399 | -44197 | -487631 | -471560 | -338729 |
Profit Factor | 1.6113 | 1.5593 | 1.6703 | 1.2659 | 1.1094 | 1.4624 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 40.1163 | 36.0465 | 44.186 | 40.1163 | 36.0465 | 44.186 |
Ratio Avg Win / Avg Loss | 2.4053 | 2.7665 | 2.1099 | 1.8897 | 1.9683 | 1.8472 |
Largest Winning Trade | 62247 | 62247 | 32186 | 281968 | 281968 | 238654 |
Largest Losing Trade | -14287 | -12202 | -14287 | -90966 | -88492 | -90966 |
Avg Bars in Trades | 16 | 14 | 17 | 16 | 14 | 17 |
Avg Bars in Winners | 28 | 27 | 28 | 28 | 27 | 28 |
Avg Bars in Losers | 7 | 7 | 8 | 7 | 7 | 8 |
Bars Traded | 2757 | 1247 | 1510 | 2757 | 1247 | 1510 |
Profit Streak | 20.2135 | 20.2135 | 20.5469 | 20.2135 | 20.2135 | 20.5469 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356365 | -2326 | 310566 | 268457 | -177422 | 284059 |
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{ "first_band": { "type": "pwma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 29, "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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