Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160092.3592 | 380834.3565 | -220741.9973 | -126092.0029 | -57008.9214 | -69083.0815 |
Total P&L (%) | 160.0924 | 380.8344 | -220.742 | -126.092 | -57.0089 | -69.0831 |
Avg Daily Profit (%) | 0.0853 | 0.2028 | -0.1176 | 0 | -0.0449 | -0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -350077 | -226459 | -315276 | -6776953 | -4751688 | -3462963 |
Profit Factor | 1.1102 | 1.6325 | 0.7404 | 0.9924 | 0.9927 | 0.9921 |
Total Trades | 482 | 241 | 241 | 482 | 241 | 241 |
Winning Trades | 377 | 191 | 186 | 124 | 62 | 62 |
Losing Trades | 105 | 50 | 55 | 358 | 179 | 179 |
Profitability (%) | 78.2158 | 79.2531 | 77.1784 | 25.7261 | 25.7261 | 25.7261 |
Ratio Avg Win / Avg Loss | 0.3092 | 0.4274 | 0.2189 | 2.865 | 2.8659 | 2.8642 |
Largest Winning Trade | 313618 | 313618 | 21938 | 3645888 | 1753288 | 3645888 |
Largest Losing Trade | -309656 | -43444 | -309656 | -992164 | -688125 | -992164 |
Avg Bars in Trades | 44 | 53 | 36 | 44 | 53 | 36 |
Avg Bars in Winners | 18 | 21 | 16 | 111 | 140 | 82 |
Avg Bars in Losers | 138 | 175 | 104 | 21 | 22 | 20 |
Bars Traded | 21614 | 12837 | 8777 | 21614 | 12837 | 8777 |
Profit Streak | 3.1262 | 3.2095 | 0 | 0 | 0 | 3.3762 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -174913 | 414198 | -576549 | -602095 | -603909 | -604703 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 249, "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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