Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 541823.316 | 524974.2636 | 16849.0525 | 37804.134 | 221788.0511 | -183983.9171 |
Total P&L (%) | 541.8233 | 524.9743 | 16.8491 | 37.8041 | 221.7881 | -183.9839 |
Avg Daily Profit (%) | 0.2904 | 0.2814 | 0.009 | 0.0172 | 0.0627 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115419 | -119703 | -56785 | -635639 | -450593 | -289334 |
Profit Factor | 2.2759 | 3.3903 | 1.0822 | 1.0282 | 1.3139 | 0.7099 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 40.6593 | 40 | 41.3043 | 40.6593 | 40 | 41.3043 |
Ratio Avg Win / Avg Loss | 3.3215 | 5.0854 | 1.5378 | 1.5006 | 1.9709 | 1.0088 |
Largest Winning Trade | 579065 | 579065 | 39110 | 650476 | 650476 | 90464 |
Largest Losing Trade | -48303 | -41446 | -48303 | -260008 | -260008 | -217307 |
Avg Bars in Trades | 57 | 46 | 68 | 57 | 46 | 68 |
Avg Bars in Winners | 72 | 51 | 92 | 72 | 51 | 92 |
Avg Bars in Losers | 47 | 43 | 51 | 47 | 43 | 51 |
Bars Traded | 5265 | 2099 | 3166 | 5265 | 2099 | 3166 |
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 | 351124 | 410171 | -322089 | -364093 | -111798 | -582419 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 220 } }, "second_band": { "type": "ema", "factors": { "length": 41, "offset": 0 } } }
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# | 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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