Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282967.1731 | 391148.8847 | -108181.7116 | -81933.7231 | 27666.7378 | -109600.4609 |
Total P&L (%) | 282.9672 | 391.1489 | -108.1817 | -81.9337 | 27.6667 | -109.6005 |
Avg Daily Profit (%) | 0.1358 | 0.1878 | -0.0519 | -0.0821 | 0.0117 | 0 |
Buy And Hold Return (%) | 47.772 | 47.772 | 47.772 | 47.772 | 47.772 | 47.772 |
Max Trade Drawdown | -186215 | -105798 | -163950 | -349904 | -210472 | -177637 |
Profit Factor | 1.2385 | 1.6714 | 0.8209 | 0.9427 | 1.0389 | 0.8473 |
Total Trades | 544 | 272 | 272 | 544 | 272 | 272 |
Winning Trades | 238 | 120 | 118 | 238 | 120 | 118 |
Losing Trades | 306 | 152 | 154 | 306 | 152 | 154 |
Profitability (%) | 43.75 | 44.1176 | 43.3824 | 43.75 | 44.1176 | 43.3824 |
Ratio Avg Win / Avg Loss | 1.5923 | 2.1171 | 1.0714 | 1.212 | 1.3159 | 1.1058 |
Largest Winning Trade | 433875 | 433875 | 48698 | 197202 | 197202 | 79157 |
Largest Losing Trade | -43429 | -27791 | -43429 | -86158 | -70870 | -86158 |
Avg Bars in Trades | 45 | 44 | 45 | 45 | 44 | 45 |
Avg Bars in Winners | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Losers | 28 | 30 | 27 | 28 | 30 | 27 |
Bars Traded | 24644 | 12227 | 12417 | 24644 | 12227 | 12417 |
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 | -11194 | 333441 | -580817 | -578699 | -522114 | -580817 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 241 } }, "second_band": { "type": "midprice", "factors": { "length": 223, "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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