Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000710.7447 | 1035868.1484 | -35157.4037 | 236142.4959 | 847029.0526 | -610886.5567 |
Total P&L (%) | 1000.7107 | 1035.8681 | -35.1574 | 236.1425 | 847.0291 | -610.8866 |
Avg Daily Profit (%) | 0.5523 | 0.5718 | -0.0194 | 0.0669 | 0.1242 | 0 |
Buy And Hold Return (%) | 560.7211 | 560.7211 | 560.7211 | 560.7211 | 560.7211 | 560.7211 |
Max Trade Drawdown | -177590 | -154674 | -132343 | -1011548 | -694263 | -696141 |
Profit Factor | 2.5661 | 4.4981 | 0.8975 | 1.1007 | 1.7647 | 0.506 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 48 | 43.5484 | 52.381 | 48 | 43.5484 | 52.381 |
Ratio Avg Win / Avg Loss | 2.78 | 5.8308 | 0.8159 | 1.1925 | 2.2876 | 0.46 |
Largest Winning Trade | 561026 | 561026 | 65810 | 743590 | 743590 | 94652 |
Largest Losing Trade | -60786 | -26178 | -60786 | -405369 | -153813 | -405369 |
Avg Bars in Trades | 56 | 53 | 60 | 56 | 53 | 60 |
Avg Bars in Winners | 73 | 75 | 71 | 73 | 75 | 71 |
Avg Bars in Losers | 41 | 35 | 47 | 41 | 35 | 47 |
Bars Traded | 7085 | 3291 | 3794 | 7085 | 3291 | 3794 |
Profit Streak | 12.0321 | 83.2821 | 12.0321 | 12.0321 | 83.2821 | 12.0321 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314705 | -144865 | -726063 | -377932 | -189243 | -726063 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 157 } }, "second_band": { "type": "wma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 157 } }, "second_band": { "type": "wma", "factors": { "length": 45, "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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