Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1784907.0981 | 35125.933 | -1820033.031 | 281646.0536 | -6595927.5852 | 6877573.6389 |
Total P&L (%) | -1784.9071 | 35.1259 | -1820.033 | 281.6461 | -6595.9276 | 6877.5736 |
Avg Daily Profit (%) | -0.9088 | 0.0179 | -0.9267 | 0.0682 | 0 | 0.2164 |
Buy And Hold Return (%) | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 |
Max Trade Drawdown | -1890503 | -98228 | -1883096 | -10240749 | -6674721 | -5271316 |
Profit Factor | 0.3189 | 1.0848 | 0.1752 | 1.0126 | 0.3909 | 1.5924 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 128 | 62 | 66 | 118 | 56 | 62 |
Losing Trades | 50 | 27 | 23 | 60 | 33 | 27 |
Profitability (%) | 71.9101 | 69.6629 | 74.1573 | 66.2921 | 62.9213 | 69.6629 |
Ratio Avg Win / Avg Loss | 0.1246 | 0.4724 | 0.061 | 0.5149 | 0.2303 | 0.6934 |
Largest Winning Trade | 42467 | 42467 | 20727 | 12124634 | 760241 | 12124634 |
Largest Losing Trade | -1405860 | -56602 | -1405860 | -3046408 | -3046408 | -2139175 |
Avg Bars in Trades | 21 | 21 | 21 | 21 | 21 | 21 |
Avg Bars in Winners | 9 | 9 | 9 | 10 | 10 | 11 |
Avg Bars in Losers | 51 | 49 | 54 | 42 | 41 | 44 |
Bars Traded | 3833 | 1933 | 1900 | 3833 | 1933 | 1900 |
Profit Streak | 403.0517 | 0 | 426.0517 | 403.0517 | 0 | 426.0517 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576142 | -460812 | -576822 | -472107 | -578863 | 363471 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 62, "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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