Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691041.0079 | 419214.7147 | 271826.2932 | 2926561.5101 | 846095.9175 | 2080465.5926 |
Total P&L (%) | 691.041 | 419.2147 | 271.8263 | 2926.5615 | 846.0959 | 2080.4656 |
Avg Daily Profit (%) | 0.3828 | 0.2322 | 0.1506 | 0.1891 | 0.1246 | 0.1709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72845 | -70396 | -61960 | -1440171 | -1326454 | -1283819 |
Profit Factor | 1.9541 | 2.0557 | 1.8307 | 1.2633 | 1.1473 | 1.3872 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 83 | 35 | 48 | 83 | 35 | 48 |
Losing Trades | 167 | 90 | 77 | 167 | 90 | 77 |
Profitability (%) | 33.2 | 28 | 38.4 | 33.2 | 28 | 38.4 |
Ratio Avg Win / Avg Loss | 3.9317 | 5.2862 | 2.9368 | 2.5418 | 2.9502 | 2.2254 |
Largest Winning Trade | 301000 | 301000 | 69993 | 1201054 | 1201054 | 911018 |
Largest Losing Trade | -22363 | -22363 | -18331 | -412437 | -375266 | -412437 |
Avg Bars in Trades | 28 | 23 | 32 | 28 | 23 | 32 |
Avg Bars in Winners | 57 | 48 | 64 | 57 | 48 | 64 |
Avg Bars in Losers | 13 | 14 | 12 | 13 | 14 | 12 |
Bars Traded | 7041 | 2994 | 4046 | 7041 | 2994 | 4046 |
Profit Streak | 0 | 0 | 34.6508 | 0 | 0 | 34.6508 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301110 | -4732 | 233309 | 142824 | -100216 | 191718 |
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{ "first_band": { "type": "fwma", "factors": { "length": 113, "offset": 56 } }, "second_band": { "type": "hl2", "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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