Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449707.1434 | 228448.6474 | 221258.496 | 1246239.7348 | -72379.4753 | 1318619.2101 |
Total P&L (%) | 449.7071 | 228.4486 | 221.2585 | 1246.2397 | -72.3795 | 1318.6192 |
Avg Daily Profit (%) | 0.1891 | 0.096 | 0.093 | 0.1094 | -0.0541 | 0.1116 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79655 | -80616 | -57440 | -2047710 | -1485619 | -562090 |
Profit Factor | 1.9612 | 1.7936 | 2.2294 | 1.2375 | 0.9809 | 1.9083 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 84 | 38 | 46 | 84 | 38 | 46 |
Losing Trades | 63 | 36 | 27 | 63 | 36 | 27 |
Profitability (%) | 57.1429 | 51.3514 | 63.0137 | 57.1429 | 51.3514 | 63.0137 |
Ratio Avg Win / Avg Loss | 1.4709 | 1.6992 | 1.3086 | 0.9282 | 0.9293 | 1.1201 |
Largest Winning Trade | 136787 | 136787 | 39603 | 1786684 | 1786684 | 516018 |
Largest Losing Trade | -39009 | -39009 | -30051 | -1313579 | -1313579 | -324866 |
Avg Bars in Trades | 30 | 34 | 25 | 30 | 34 | 25 |
Avg Bars in Winners | 28 | 25 | 30 | 28 | 25 | 30 |
Avg Bars in Losers | 32 | 44 | 16 | 32 | 44 | 16 |
Bars Traded | 4462 | 2582 | 1880 | 4462 | 2582 | 1880 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412445 | -125624 | -135357 | -47215 | -645060 | -110830 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 45 } }, "second_band": { "type": "pwma", "factors": { "length": 208, "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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