Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 259198.5139 | 74475.735 | 184722.7789 | 201486.6505 | 67823.0567 | 133663.5938 |
Total P&L (%) | 259.1985 | 74.4757 | 184.7228 | 201.4867 | 67.8231 | 133.6636 |
Avg Daily Profit (%) | 0.1743 | 0.0501 | 0.1242 | 0.0742 | 0.0348 | 0.0571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131583 | -44592 | -109717 | -237844 | -88164 | -239434 |
Profit Factor | 1.5159 | 1.3732 | 1.61 | 1.2059 | 1.1873 | 1.2168 |
Total Trades | 151 | 75 | 76 | 151 | 75 | 76 |
Winning Trades | 76 | 35 | 41 | 76 | 35 | 41 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 50.3311 | 46.6667 | 53.9474 | 50.3311 | 46.6667 | 53.9474 |
Ratio Avg Win / Avg Loss | 1.496 | 1.5694 | 1.3744 | 1.19 | 1.3569 | 1.0387 |
Largest Winning Trade | 76355 | 49144 | 76355 | 123378 | 82818 | 123378 |
Largest Losing Trade | -49284 | -16812 | -49284 | -131907 | -30178 | -131907 |
Avg Bars in Trades | 18 | 14 | 23 | 18 | 14 | 23 |
Avg Bars in Winners | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Losers | 10 | 6 | 15 | 10 | 6 | 15 |
Bars Traded | 2857 | 1082 | 1775 | 2857 | 1082 | 1775 |
Profit Streak | 10.2095 | 0 | 13.7095 | 10.2095 | 0 | 13.7095 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 380713 | -182360 | -73305 | -92539 | -219018 | -165177 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 66 } }, "second_band": { "type": "pwma", "factors": { "length": 42, "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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