Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -943060.0663 | -64943.8223 | -878116.244 | -283606.6487 | 2944459.5581 | -3228066.2068 |
Total P&L (%) | -943.0601 | -64.9438 | -878.1162 | -283.6066 | 2944.4596 | -3228.0662 |
Avg Daily Profit (%) | -0.5283 | -0.0364 | -0.4919 | 0 | 0.1915 | 0 |
Buy And Hold Return (%) | 229.701 | 229.701 | 229.701 | 229.701 | 229.701 | 229.701 |
Max Trade Drawdown | -1132467 | -218429 | -952583 | -2901506 | -177220 | -3431006 |
Profit Factor | 0.2944 | 0.7778 | 0.1591 | 0.9281 | 9.3465 | 0.1013 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 46 | 21 | 25 | 16 | 10 | 6 |
Losing Trades | 14 | 9 | 5 | 44 | 20 | 24 |
Profitability (%) | 76.6667 | 70 | 83.3333 | 26.6667 | 33.3333 | 20 |
Ratio Avg Win / Avg Loss | 0.0896 | 0.3333 | 0.0318 | 2.5523 | 18.6931 | 0.4053 |
Largest Winning Trade | 104677 | 104677 | 16926 | 1150200 | 1150200 | 197080 |
Largest Losing Trade | -952583 | -66715 | -952583 | -2901506 | -77352 | -2901506 |
Avg Bars in Trades | 105 | 138 | 71 | 105 | 138 | 71 |
Avg Bars in Winners | 28 | 27 | 28 | 286 | 374 | 139 |
Avg Bars in Losers | 357 | 397 | 287 | 39 | 20 | 55 |
Bars Traded | 6316 | 4159 | 2157 | 6316 | 4159 | 2157 |
Profit Streak | 0 | 108.9461 | 0 | 31.4461 | 0 | 31.9461 |
Trades During Streak | 0 | 6 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -750821 | -576766 | -576612 | -773706 | 358726 | -632136 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 100, "offset": 213 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "wma", "factors": { "length": 100, "offset": 213 } } }
# | 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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