Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -264572.3037 | 92471.4628 | -357043.7665 | 2525735.814 | 307086.9394 | 2218648.8745 |
Total P&L (%) | -264.5723 | 92.4715 | -357.0438 | 2525.7358 | 307.0869 | 2218.6489 |
Avg Daily Profit (%) | -0.1457 | 0.0509 | -0.1967 | 0.1802 | 0.0774 | 0.1733 |
Buy And Hold Return (%) | 81.8991 | 81.8991 | 81.8991 | 81.8991 | 81.8991 | 81.8991 |
Max Trade Drawdown | -552335 | -93567 | -589413 | -1253091 | -1253091 | -333502 |
Profit Factor | 0.6953 | 1.408 | 0.4437 | 1.9397 | 1.1563 | 4.0687 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 78 | 39 | 39 | 70 | 33 | 37 |
Losing Trades | 26 | 13 | 13 | 34 | 19 | 15 |
Profitability (%) | 75 | 75 | 75 | 67.3077 | 63.4615 | 71.1538 |
Ratio Avg Win / Avg Loss | 0.2318 | 0.4693 | 0.1479 | 0.9422 | 0.6658 | 1.6495 |
Largest Winning Trade | 22800 | 22800 | 21211 | 909261 | 239930 | 909261 |
Largest Losing Trade | -336002 | -69567 | -336002 | -1253091 | -1253091 | -315164 |
Avg Bars in Trades | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Winners | 10 | 7 | 13 | 15 | 5 | 24 |
Avg Bars in Losers | 93 | 99 | 88 | 64 | 74 | 52 |
Bars Traded | 3283 | 1594 | 1689 | 3283 | 1594 | 1689 |
Profit Streak | 68.7551 | 154.7551 | 68.7551 | 68.7551 | 154.7551 | 68.7551 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575445 | -426776 | -756212 | 471935 | -319208 | -161011 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 172, "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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