Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222280.5975 | 103911.7747 | 118368.8228 | 311574.3339 | 75876.7763 | 235697.5576 |
Total P&L (%) | 222.2806 | 103.9118 | 118.3688 | 311.5743 | 75.8768 | 235.6976 |
Avg Daily Profit (%) | 0.2387 | 0.1116 | 0.1271 | 0.152 | 0.0606 | 0.1301 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59087 | -63433 | -47013 | -294064 | -310050 | -171179 |
Profit Factor | 1.4606 | 1.4216 | 1.5013 | 1.2245 | 1.1005 | 1.3723 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 105 | 57 | 48 | 105 | 57 | 48 |
Profitability (%) | 41.6667 | 36.6667 | 46.6667 | 41.6667 | 36.6667 | 46.6667 |
Ratio Avg Win / Avg Loss | 2.0448 | 2.4554 | 1.7157 | 1.7143 | 1.9009 | 1.5683 |
Largest Winning Trade | 62247 | 62247 | 32186 | 184201 | 184201 | 143901 |
Largest Losing Trade | -16723 | -12202 | -16723 | -54843 | -53351 | -54843 |
Avg Bars in Trades | 15 | 13 | 16 | 15 | 13 | 16 |
Avg Bars in Winners | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Losers | 7 | 6 | 8 | 7 | 6 | 8 |
Bars Traded | 2757 | 1242 | 1515 | 2757 | 1242 | 1515 |
Profit Streak | 20.2136 | 20.2136 | 20.8802 | 20.2136 | 20.2136 | 20.8802 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330121 | -46769 | -21698 | 251521 | -225467 | -18458 |
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{ "first_band": { "type": "pwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 28, "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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