Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179508.873 | 383640.3852 | -204131.5121 | -105270.8951 | -40986.6054 | -64284.2897 |
Total P&L (%) | 179.5089 | 383.6404 | -204.1315 | -105.2709 | -40.9866 | -64.2843 |
Avg Daily Profit (%) | 0.0763 | 0.1631 | -0.0868 | 0 | -0.0224 | -0.0438 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -197352 | -121021 | -432898 | -213310 | -90938 | -133312 |
Profit Factor | 1.1536 | 1.746 | 0.688 | 0.7284 | 0.7858 | 0.6726 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 83 | 38 | 45 | 81 | 46 | 35 |
Losing Trades | 85 | 46 | 39 | 87 | 38 | 49 |
Profitability (%) | 49.4048 | 45.2381 | 53.5714 | 48.2143 | 54.7619 | 41.6667 |
Ratio Avg Win / Avg Loss | 1.1814 | 2.1136 | 0.5963 | 0.7824 | 0.6491 | 0.9416 |
Largest Winning Trade | 221797 | 221797 | 43843 | 27093 | 25632 | 27093 |
Largest Losing Trade | -177708 | -64160 | -177708 | -60071 | -57905 | -60071 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 28 | 18 | 37 | 24 | 23 | 25 |
Avg Bars in Losers | 24 | 27 | 21 | 29 | 23 | 33 |
Bars Traded | 4479 | 1961 | 2518 | 4479 | 1961 | 2518 |
Profit Streak | 38.3196 | 0 | 43.3196 | 0 | 48.3196 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141117 | 313646 | -579813 | -580314 | -579222 | -584070 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 204 } }, "second_band": { "type": "swma", "factors": { "length": 71, "offset": 117 } } }
# | 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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