Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 49340.9986 | 31999.8555 | 17341.1431 | 27829.2596 | 27655.3203 | 173.9393 |
Total P&L (%) | 49.341 | 31.9999 | 17.3411 | 27.8293 | 27.6553 | 0.1739 |
Avg Daily Profit (%) | 0.3552 | 0.2304 | 0.1248 | 0.1769 | 0.1759 | 0.0013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45353 | -32954 | -41894 | -52317 | -31548 | -41047 |
Profit Factor | 1.2065 | 1.3175 | 1.1255 | 1.1227 | 1.3057 | 1.0013 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 249 | 127 | 122 | 249 | 127 | 122 |
Losing Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Profitability (%) | 70.339 | 71.7514 | 68.9266 | 70.339 | 71.7514 | 68.9266 |
Ratio Avg Win / Avg Loss | 0.5088 | 0.5187 | 0.5074 | 0.4734 | 0.5141 | 0.4514 |
Largest Winning Trade | 8063 | 7056 | 8063 | 8876 | 7666 | 8876 |
Largest Losing Trade | -29724 | -23950 | -29724 | -34005 | -21880 | -34005 |
Avg Bars in Trades | 36 | 36 | 37 | 36 | 36 | 37 |
Avg Bars in Winners | 22 | 21 | 24 | 22 | 21 | 24 |
Avg Bars in Losers | 69 | 72 | 66 | 69 | 72 | 66 |
Bars Traded | 13029 | 6424 | 6605 | 13029 | 6424 | 6605 |
Profit Streak | 127.5136 | 127.5136 | 127.8991 | 127.5136 | 127.5136 | 127.8991 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346588 | 225589 | -116682 | -78933 | 192334 | -575279 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 241, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 241, "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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