Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368496.6832 | 369230.4231 | -733.7399 | 30685.5545 | 47220.1065 | -16534.5521 |
Total P&L (%) | 368.4967 | 369.2304 | -0.7337 | 30.6856 | 47.2201 | -16.5346 |
Avg Daily Profit (%) | 0.1602 | 0.1605 | -0.0003 | 0.0116 | 0.0168 | -0.0079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -181329 | -98087 | -84216 | -180095 | -114099 | -67156 |
Profit Factor | 1.7311 | 2.6823 | 0.9974 | 1.0715 | 1.2201 | 0.9231 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 51.2821 | 46.1538 | 56.4103 | 51.2821 | 46.1538 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.6445 | 3.1293 | 0.7707 | 1.0179 | 1.4235 | 0.7133 |
Largest Winning Trade | 238069 | 238069 | 81777 | 81525 | 81525 | 70179 |
Largest Losing Trade | -58850 | -45099 | -58850 | -42352 | -42352 | -39379 |
Avg Bars in Trades | 51 | 52 | 51 | 51 | 52 | 51 |
Avg Bars in Winners | 75 | 85 | 67 | 75 | 85 | 67 |
Avg Bars in Losers | 26 | 23 | 30 | 26 | 23 | 30 |
Bars Traded | 4025 | 2034 | 1991 | 4025 | 2034 | 1991 |
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 | -28049 | 393310 | -579926 | -360883 | -173848 | -579926 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 187 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 187 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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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