Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282597.0514 | 401567.7691 | -118970.7176 | -77044.7107 | 78494.7354 | -155539.4461 |
Total P&L (%) | 282.5971 | 401.5678 | -118.9707 | -77.0447 | 78.4947 | -155.5394 |
Avg Daily Profit (%) | 0.1271 | 0.1806 | -0.0535 | -0.0662 | 0.0261 | 0 |
Buy And Hold Return (%) | 134.9504 | 134.9504 | 134.9504 | 134.9504 | 134.9504 | 134.9504 |
Max Trade Drawdown | -205531 | -85435 | -373949 | -239044 | -61023 | -291703 |
Profit Factor | 1.1336 | 1.4208 | 0.8975 | 0.9022 | 1.2523 | 0.6737 |
Total Trades | 824 | 412 | 412 | 824 | 412 | 412 |
Winning Trades | 411 | 207 | 204 | 411 | 207 | 204 |
Losing Trades | 413 | 205 | 208 | 413 | 205 | 208 |
Profitability (%) | 49.8786 | 50.2427 | 49.5146 | 49.8786 | 50.2427 | 49.5146 |
Ratio Avg Win / Avg Loss | 1.1391 | 1.4071 | 0.9151 | 0.9066 | 1.2402 | 0.6869 |
Largest Winning Trade | 145711 | 145711 | 42350 | 72883 | 68669 | 72883 |
Largest Losing Trade | -49748 | -34611 | -49748 | -82534 | -30782 | -82534 |
Avg Bars in Trades | 15 | 17 | 13 | 15 | 17 | 13 |
Avg Bars in Winners | 16 | 16 | 15 | 16 | 16 | 15 |
Avg Bars in Losers | 14 | 18 | 11 | 14 | 18 | 11 |
Bars Traded | 12920 | 7221 | 5699 | 12920 | 7221 | 5699 |
Profit Streak | 8.6358 | 17.9691 | 0 | 8.6358 | 17.9691 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97553 | 308806 | -579091 | -575156 | -320607 | -579091 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 168 } }, "second_band": { "type": "wma", "factors": { "length": 246, "offset": 110 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 168 } }, "second_band": { "type": "wma", "factors": { "length": 246, "offset": 110 } } }
# | 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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