Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546808.6094 | 432063.6414 | 114744.968 | 332559.1186 | 689669.2817 | -357110.1631 |
Total P&L (%) | 546.8086 | 432.0636 | 114.745 | 332.5591 | 689.6693 | -357.1102 |
Avg Daily Profit (%) | 0.2378 | 0.1879 | 0.0499 | 0.0637 | 0.0899 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155398 | -109249 | -140441 | -2258024 | -1372613 | -971856 |
Profit Factor | 1.4284 | 1.6335 | 1.1931 | 1.0344 | 1.1363 | 0.9225 |
Total Trades | 360 | 180 | 180 | 360 | 180 | 180 |
Winning Trades | 163 | 78 | 85 | 163 | 78 | 85 |
Losing Trades | 197 | 102 | 95 | 197 | 102 | 95 |
Profitability (%) | 45.2778 | 43.3333 | 47.2222 | 45.2778 | 43.3333 | 47.2222 |
Ratio Avg Win / Avg Loss | 1.7264 | 2.1362 | 1.3334 | 1.2502 | 1.4859 | 1.031 |
Largest Winning Trade | 254471 | 254471 | 65676 | 1337989 | 1337989 | 415707 |
Largest Losing Trade | -36766 | -29274 | -36766 | -801360 | -431398 | -801360 |
Avg Bars in Trades | 18 | 18 | 19 | 18 | 18 | 19 |
Avg Bars in Winners | 24 | 25 | 24 | 24 | 25 | 24 |
Avg Bars in Losers | 13 | 13 | 14 | 13 | 13 | 14 |
Bars Traded | 6765 | 3291 | 3474 | 6765 | 3291 | 3474 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383914 | 312590 | -134825 | -290222 | -145035 | -579526 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 36 } }, "second_band": { "type": "midprice", "factors": { "length": 17, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 36 } }, "second_band": { "type": "midprice", "factors": { "length": 17, "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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