Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1193566.3072 | 1285730.019 | -92163.7118 | -48344.2059 | 117071.2956 | -165415.5015 |
Total P&L (%) | 1193.5663 | 1285.73 | -92.1637 | -48.3442 | 117.0713 | -165.4155 |
Avg Daily Profit (%) | 0.5367 | 0.5781 | -0.0414 | -0.0297 | 0.0349 | 0 |
Buy And Hold Return (%) | 129.4291 | 129.4291 | 129.4291 | 129.4291 | 129.4291 | 129.4291 |
Max Trade Drawdown | -164982 | -102803 | -213092 | -232760 | -146397 | -211698 |
Profit Factor | 2.0687 | 3.3662 | 0.8393 | 0.9607 | 1.2014 | 0.7452 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Losing Trades | 108 | 53 | 55 | 108 | 53 | 55 |
Profitability (%) | 49.2958 | 50 | 48.5981 | 49.2958 | 50 | 48.5981 |
Ratio Avg Win / Avg Loss | 2.1278 | 3.3662 | 0.8877 | 0.9882 | 1.2014 | 0.7882 |
Largest Winning Trade | 1234060 | 1234060 | 57072 | 148091 | 148091 | 48276 |
Largest Losing Trade | -54749 | -54749 | -44323 | -93858 | -76824 | -93858 |
Avg Bars in Trades | 19 | 18 | 20 | 19 | 18 | 20 |
Avg Bars in Winners | 22 | 18 | 27 | 22 | 18 | 27 |
Avg Bars in Losers | 17 | 19 | 14 | 17 | 19 | 14 |
Bars Traded | 4246 | 2004 | 2242 | 4246 | 2004 | 2242 |
Profit Streak | 29.2328 | 54.2328 | 29.2328 | 29.2328 | 54.2328 | 29.2328 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 628854 | 688242 | -580309 | -578157 | -311216 | -580309 |
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{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 33 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 33 } } }
# | 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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