Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1480609.0096 | -151362.2505 | -1329246.7591 | -128165.7829 | -2183992.2051 | 2055826.4222 |
Total P&L (%) | -1480.609 | -151.3623 | -1329.2468 | -128.1658 | -2183.9922 | 2055.8264 |
Avg Daily Profit (%) | -0.7921 | -0.081 | -0.7111 | 0 | 0 | 0.1644 |
Buy And Hold Return (%) | 444.3159 | 444.3159 | 444.3159 | 444.3159 | 444.3159 | 444.3159 |
Max Trade Drawdown | -1623733 | -276028 | -1407690 | -2278787 | -2393550 | -1055103 |
Profit Factor | 0.323 | 0.7106 | 0.2012 | 0.9783 | 0.3924 | 1.8891 |
Total Trades | 237 | 118 | 119 | 237 | 118 | 119 |
Winning Trades | 171 | 80 | 91 | 147 | 68 | 79 |
Losing Trades | 66 | 38 | 28 | 90 | 50 | 40 |
Profitability (%) | 72.1519 | 67.7966 | 76.4706 | 62.0253 | 57.6271 | 66.3866 |
Ratio Avg Win / Avg Loss | 0.1247 | 0.3375 | 0.0619 | 0.599 | 0.2885 | 0.9565 |
Largest Winning Trade | 21456 | 21456 | 11147 | 1641014 | 354707 | 1641014 |
Largest Losing Trade | -563514 | -66650 | -563514 | -1147637 | -1147637 | -1055103 |
Avg Bars in Trades | 23 | 26 | 19 | 23 | 26 | 19 |
Avg Bars in Winners | 8 | 6 | 10 | 14 | 13 | 15 |
Avg Bars in Losers | 60 | 68 | 48 | 37 | 45 | 27 |
Bars Traded | 5471 | 3137 | 2334 | 5471 | 3137 | 2334 |
Profit Streak | 21.0975 | 21.0975 | 58.7642 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574920 | -577882 | -575436 | -577701 | -579752 | 325474 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 110, "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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