Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138468.7318 | -44327.7004 | 182796.4323 | 61139.6803 | -33999.0698 | 95138.7501 |
Total P&L (%) | 138.4687 | -44.3277 | 182.7964 | 61.1397 | -33.9991 | 95.1388 |
Avg Daily Profit (%) | 0.1333 | -0.0427 | 0.176 | 0.046 | -0.04 | 0.0644 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92353 | -119596 | -47180 | -92820 | -83383 | -49494 |
Profit Factor | 1.433 | 0.8254 | 3.7763 | 1.2466 | 0.8156 | 2.497 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 22 | 15 | 7 | 22 | 15 | 7 |
Profitability (%) | 74.1176 | 65.1163 | 83.3333 | 74.1176 | 65.1163 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.5004 | 0.4422 | 0.7553 | 0.4353 | 0.4369 | 0.4994 |
Largest Winning Trade | 24106 | 24106 | 22471 | 21234 | 18451 | 21234 |
Largest Losing Trade | -55971 | -55971 | -38944 | -39670 | -37074 | -39670 |
Avg Bars in Trades | 45 | 57 | 32 | 45 | 57 | 32 |
Avg Bars in Winners | 21 | 18 | 22 | 21 | 18 | 22 |
Avg Bars in Losers | 113 | 128 | 81 | 113 | 128 | 81 |
Bars Traded | 3825 | 2454 | 1371 | 3825 | 2454 | 1371 |
Profit Streak | 33.176 | 95.426 | 33.176 | 33.176 | 95.426 | 33.176 |
Trades During Streak | 15 | 13 | 7 | 15 | 13 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10392 | -577090 | 626137 | -128632 | -577090 | -99106 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 202, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "pwma", "factors": { "length": 202, "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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