Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -336245.7515 | 35727.7228 | -371973.4743 | 1619026.3241 | 102793.1472 | 1516233.1769 |
Total P&L (%) | -336.2458 | 35.7277 | -371.9735 | 1619.0263 | 102.7931 | 1516.2332 |
Avg Daily Profit (%) | -0.186 | 0.0198 | -0.2058 | 0.1575 | 0.0391 | 0.1541 |
Buy And Hold Return (%) | 49.4048 | 49.4048 | 49.4048 | 49.4048 | 49.4048 | 49.4048 |
Max Trade Drawdown | -552734 | -94750 | -593686 | -684325 | -684325 | -259343 |
Profit Factor | 0.6085 | 1.171 | 0.4277 | 1.9258 | 1.0867 | 3.6943 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 72 | 36 | 36 | 62 | 29 | 33 |
Losing Trades | 22 | 11 | 11 | 32 | 18 | 14 |
Profitability (%) | 76.5957 | 76.5957 | 76.5957 | 65.9574 | 61.7021 | 70.2128 |
Ratio Avg Win / Avg Loss | 0.1859 | 0.3578 | 0.1307 | 0.9939 | 0.6745 | 1.5673 |
Largest Winning Trade | 33772 | 16106 | 33772 | 669352 | 155467 | 669352 |
Largest Losing Trade | -359132 | -54207 | -359132 | -684325 | -684325 | -259343 |
Avg Bars in Trades | 34 | 34 | 34 | 34 | 34 | 34 |
Avg Bars in Winners | 11 | 8 | 13 | 17 | 5 | 27 |
Avg Bars in Losers | 110 | 120 | 100 | 67 | 80 | 50 |
Bars Traded | 3232 | 1623 | 1608 | 3232 | 1623 | 1608 |
Profit Streak | 31.6255 | 146.1255 | 31.6255 | 31.6255 | 146.1255 | 31.6255 |
Trades During Streak | 4 | 7 | 2 | 4 | 7 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575300 | -361290 | -576250 | 455469 | -270780 | 654569 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 199, "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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