Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 889004.5284 | 1029035.9781 | -140031.4497 | -99177.4535 | 1357886.8548 | -1457064.3083 |
Total P&L (%) | 889.0045 | 1029.036 | -140.0315 | -99.1775 | 1357.8869 | -1457.0643 |
Avg Daily Profit (%) | 0.4815 | 0.5573 | -0.0758 | -0.2596 | 0.1452 | 0 |
Buy And Hold Return (%) | 173.9319 | 173.9319 | 173.9319 | 173.9319 | 173.9319 | 173.9319 |
Max Trade Drawdown | -328790 | -182096 | -241391 | -2602548 | -590779 | -2396807 |
Profit Factor | 1.959 | 3.2705 | 0.7045 | 0.9744 | 2.1172 | 0.4517 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 74 | 35 | 39 | 74 | 35 | 39 |
Losing Trades | 79 | 42 | 37 | 79 | 42 | 37 |
Profitability (%) | 48.366 | 45.4545 | 51.3158 | 48.366 | 45.4545 | 51.3158 |
Ratio Avg Win / Avg Loss | 2.0914 | 3.9246 | 0.6683 | 1.0402 | 2.5407 | 0.4285 |
Largest Winning Trade | 1054167 | 1054167 | 64830 | 1872902 | 1872902 | 709452 |
Largest Losing Trade | -97240 | -50699 | -97240 | -1998662 | -363532 | -1998662 |
Avg Bars in Trades | 45 | 48 | 43 | 45 | 48 | 43 |
Avg Bars in Winners | 54 | 57 | 51 | 54 | 57 | 51 |
Avg Bars in Losers | 38 | 40 | 35 | 38 | 40 | 35 |
Bars Traded | 7024 | 3712 | 3313 | 7024 | 3712 | 3313 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470575 | -27104 | -630065 | -578945 | -38459 | -630065 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 214 } }, "second_band": { "type": "swma", "factors": { "length": 200, "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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