Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 908243.0556 | 941531.4108 | -33288.3552 | -139614.8584 | 134919.6403 | -274534.4988 |
Total P&L (%) | 908.2431 | 941.5314 | -33.2884 | -139.6149 | 134.9196 | -274.5345 |
Avg Daily Profit (%) | 0.4899 | 0.5079 | -0.018 | 0 | 0.0461 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -271781 | -189066 | -138069 | -2318383 | -1573542 | -945111 |
Profit Factor | 2.2269 | 3.463 | 0.907 | 0.9611 | 1.0637 | 0.813 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 68 | 34 | 34 | 72 | 38 | 34 |
Losing Trades | 74 | 37 | 37 | 70 | 33 | 37 |
Profitability (%) | 47.8873 | 47.8873 | 47.8873 | 50.7042 | 53.5211 | 47.8873 |
Ratio Avg Win / Avg Loss | 2.4234 | 3.7686 | 0.987 | 0.9344 | 0.9237 | 0.8847 |
Largest Winning Trade | 1103392 | 1103392 | 52471 | 1644856 | 1644856 | 400374 |
Largest Losing Trade | -137869 | -58573 | -137869 | -735539 | -735539 | -498198 |
Avg Bars in Trades | 49 | 41 | 57 | 49 | 41 | 57 |
Avg Bars in Winners | 74 | 55 | 93 | 65 | 54 | 76 |
Avg Bars in Losers | 26 | 29 | 24 | 33 | 27 | 40 |
Bars Traded | 7063 | 2965 | 4098 | 7063 | 2965 | 4098 |
Profit Streak | 6.8223 | 0 | 11.0723 | 0 | 19.8223 | 0 |
Trades During Streak | 1 | 0 | 2 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 539802 | -70486 | -667464 | -580310 | -368244 | -668557 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 231 } }, "second_band": { "type": "swma", "factors": { "length": 118, "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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