Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -341392.5415 | 41637.6473 | -383030.1887 | 1960501.7983 | -713237.2321 | 2673739.0304 |
Total P&L (%) | -341.3925 | 41.6376 | -383.0302 | 1960.5018 | -713.2372 | 2673.739 |
Avg Daily Profit (%) | -0.1568 | 0.0191 | -0.1759 | 0.1391 | 0 | 0.1527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -592076 | -89907 | -586910 | -1876492 | -1875070 | -826158 |
Profit Factor | 0.7164 | 1.1064 | 0.5286 | 1.2388 | 0.862 | 1.8793 |
Total Trades | 281 | 140 | 141 | 281 | 140 | 141 |
Winning Trades | 220 | 108 | 112 | 198 | 97 | 101 |
Losing Trades | 61 | 32 | 29 | 83 | 43 | 40 |
Profitability (%) | 78.2918 | 77.1429 | 79.4326 | 70.4626 | 69.2857 | 71.6312 |
Ratio Avg Win / Avg Loss | 0.1986 | 0.3278 | 0.1369 | 0.5193 | 0.3821 | 0.7443 |
Largest Winning Trade | 42737 | 42737 | 19820 | 1418652 | 702020 | 1418652 |
Largest Losing Trade | -435971 | -50660 | -435971 | -903399 | -903399 | -803226 |
Avg Bars in Trades | 43 | 52 | 34 | 43 | 52 | 34 |
Avg Bars in Winners | 16 | 18 | 15 | 22 | 23 | 21 |
Avg Bars in Losers | 139 | 169 | 106 | 93 | 119 | 65 |
Bars Traded | 12218 | 7392 | 4826 | 12218 | 7392 | 4826 |
Profit Streak | 82.8721 | 82.8721 | 83.0388 | 82.8721 | 82.8721 | 83.0388 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574274 | -270327 | -575903 | -3426 | -577903 | 432316 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 188, "offset": 92 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "swma", "factors": { "length": 188, "offset": 92 } } }
# | 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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