Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353168.5157 | 351145.5623 | 2022.9534 | -1082942.7976 | -1591180.261 | 508237.4633 |
Total P&L (%) | 353.1685 | 351.1456 | 2.023 | -1082.9428 | -1591.1803 | 508.2375 |
Avg Daily Profit (%) | 0.1883 | 0.1872 | 0.0011 | 0 | 0 | 0.0963 |
Buy And Hold Return (%) | 33.5957 | 33.5957 | 33.5957 | 33.5957 | 33.5957 | 33.5957 |
Max Trade Drawdown | -276235 | -144392 | -199175 | -6697623 | -5751019 | -2970060 |
Profit Factor | 1.5243 | 2.1855 | 1.0054 | 0.9291 | 0.8231 | 1.0809 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 93 | 48 | 45 | 91 | 47 | 44 |
Losing Trades | 34 | 15 | 19 | 36 | 16 | 20 |
Profitability (%) | 73.2283 | 76.1905 | 70.3125 | 71.6535 | 74.6032 | 68.75 |
Ratio Avg Win / Avg Loss | 0.5573 | 0.683 | 0.4245 | 0.3676 | 0.2802 | 0.4913 |
Largest Winning Trade | 248099 | 248099 | 36813 | 1004080 | 1004080 | 644355 |
Largest Losing Trade | -182320 | -55332 | -182320 | -2990467 | -2990467 | -2838932 |
Avg Bars in Trades | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Winners | 11 | 12 | 9 | 15 | 17 | 13 |
Avg Bars in Losers | 72 | 98 | 51 | 57 | 80 | 39 |
Bars Traded | 3492 | 2096 | 1396 | 3492 | 2096 | 1396 |
Profit Streak | 38.2475 | 81.7475 | 38.2475 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439230 | -133835 | -709167 | -577356 | -724269 | -333661 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 116, "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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