Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755421.8982 | 627292.9659 | 128128.9322 | 629777.986 | 195184.2658 | 434593.7203 |
Total P&L (%) | 755.4219 | 627.293 | 128.1289 | 629.778 | 195.1843 | 434.5937 |
Avg Daily Profit (%) | 0.3159 | 0.2623 | 0.0536 | 0.0831 | 0.0453 | 0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100396 | -72522 | -82591 | -981430 | -805762 | -483382 |
Profit Factor | 3.058 | 4.1061 | 1.776 | 1.239 | 1.1323 | 1.3747 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 52.1127 | 58.3333 | 45.7143 | 52.1127 | 58.3333 | 45.7143 |
Ratio Avg Win / Avg Loss | 2.8101 | 2.9329 | 2.109 | 1.1385 | 0.8088 | 1.6325 |
Largest Winning Trade | 643243 | 643243 | 51070 | 761953 | 761953 | 351054 |
Largest Losing Trade | -36351 | -36351 | -34924 | -456721 | -456721 | -299150 |
Avg Bars in Trades | 64 | 52 | 76 | 64 | 52 | 76 |
Avg Bars in Winners | 84 | 71 | 102 | 84 | 71 | 102 |
Avg Bars in Losers | 42 | 26 | 54 | 42 | 26 | 54 |
Bars Traded | 4568 | 1900 | 2668 | 4568 | 1900 | 2668 |
Profit Streak | 10.1653 | 11.1653 | 0 | 10.1653 | 11.1653 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -75196 | 627333 | -119678 | -171886 | -207403 | -99337 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 176 } }, "second_band": { "type": "wma", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 176 } }, "second_band": { "type": "wma", "factors": { "length": 87, "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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