Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1508107.7702 | 1674727.6289 | -166619.8587 | -100328.007 | 607134.9353 | -707462.9423 |
Total P&L (%) | 1508.1078 | 1674.7276 | -166.6199 | -100.328 | 607.1349 | -707.4629 |
Avg Daily Profit (%) | 0.6506 | 0.7225 | -0.0719 | 0 | 0.0844 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -522315 | -241258 | -340496 | -5448308 | -1946837 | -5405754 |
Profit Factor | 2.2025 | 4.2219 | 0.7731 | 0.9897 | 1.2168 | 0.8981 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 109 | 57 | 52 | 116 | 61 | 55 |
Losing Trades | 106 | 51 | 55 | 99 | 47 | 52 |
Profitability (%) | 50.6977 | 52.7778 | 48.5981 | 53.9535 | 56.4815 | 51.4019 |
Ratio Avg Win / Avg Loss | 2.1419 | 3.7775 | 0.8177 | 0.8447 | 0.9375 | 0.8491 |
Largest Winning Trade | 1742632 | 1742632 | 47065 | 1164054 | 884923 | 1164054 |
Largest Losing Trade | -107716 | -60442 | -107716 | -4468893 | -803452 | -4468893 |
Avg Bars in Trades | 41 | 36 | 46 | 41 | 36 | 46 |
Avg Bars in Winners | 46 | 37 | 56 | 50 | 44 | 57 |
Avg Bars in Losers | 35 | 34 | 36 | 29 | 25 | 33 |
Bars Traded | 8823 | 3899 | 4924 | 8823 | 3899 | 4924 |
Profit Streak | 0 | 0 | 0 | 4.093 | 4.093 | 7.093 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 622653 | 713563 | -581592 | -578812 | -81479 | -580182 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 232 } }, "second_band": { "type": "pwma", "factors": { "length": 235, "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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