Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 480696.7088 | 517504.3115 | -36807.6027 | 53257.7703 | 367017.7802 | -313760.0099 |
Total P&L (%) | 480.6967 | 517.5043 | -36.8076 | 53.2578 | 367.0178 | -313.76 |
Avg Daily Profit (%) | 0.2603 | 0.2803 | -0.0199 | 0.0231 | 0.0835 | 0 |
Buy And Hold Return (%) | 94.2959 | 94.2959 | 94.2959 | 94.2959 | 94.2959 | 94.2959 |
Max Trade Drawdown | -121467 | -78046 | -168280 | -602527 | -286352 | -623912 |
Profit Factor | 1.36 | 1.8314 | 0.9484 | 1.0169 | 1.2572 | 0.8171 |
Total Trades | 369 | 185 | 184 | 369 | 185 | 184 |
Winning Trades | 157 | 85 | 72 | 157 | 85 | 72 |
Losing Trades | 212 | 100 | 112 | 212 | 100 | 112 |
Profitability (%) | 42.5474 | 45.9459 | 39.1304 | 42.5474 | 45.9459 | 39.1304 |
Ratio Avg Win / Avg Loss | 1.8365 | 2.1546 | 1.4752 | 1.3732 | 1.479 | 1.271 |
Largest Winning Trade | 197641 | 197641 | 61711 | 491759 | 491759 | 190492 |
Largest Losing Trade | -44236 | -29326 | -44236 | -173173 | -101087 | -173173 |
Avg Bars in Trades | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Winners | 44 | 42 | 47 | 44 | 42 | 47 |
Avg Bars in Losers | 18 | 17 | 19 | 18 | 17 | 19 |
Bars Traded | 10920 | 5322 | 5598 | 10920 | 5322 | 5598 |
Profit Streak | 0 | 0 | 80.0557 | 0 | 0 | 80.0557 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278605 | 370983 | -581515 | -530327 | -84853 | -581515 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 71 } }, "second_band": { "type": "sinwma", "factors": { "length": 9, "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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