Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 159193.8484 | -22599.2369 | 181793.0852 | 65726.7608 | -74377.2382 | 140103.999 |
Total P&L (%) | 159.1938 | -22.5992 | 181.7931 | 65.7268 | -74.3772 | 140.104 |
Avg Daily Profit (%) | 0.1527 | -0.0217 | 0.1744 | 0.0485 | -0.1306 | 0.0841 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70916 | -99516 | -29662 | -121380 | -145946 | -45177 |
Profit Factor | 1.5809 | 0.8933 | 3.9173 | 1.1932 | 0.714 | 2.7497 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 88 | 41 | 47 | 88 | 41 | 47 |
Losing Trades | 18 | 12 | 6 | 18 | 12 | 6 |
Profitability (%) | 83.0189 | 77.3585 | 88.6792 | 83.0189 | 77.3585 | 88.6792 |
Ratio Avg Win / Avg Loss | 0.3234 | 0.2614 | 0.5001 | 0.2441 | 0.209 | 0.351 |
Largest Winning Trade | 16572 | 13087 | 16572 | 17487 | 12982 | 17487 |
Largest Losing Trade | -69497 | -69497 | -25034 | -82394 | -82394 | -39440 |
Avg Bars in Trades | 27 | 40 | 13 | 27 | 40 | 13 |
Avg Bars in Winners | 10 | 12 | 8 | 10 | 12 | 8 |
Avg Bars in Losers | 108 | 137 | 51 | 108 | 137 | 51 |
Bars Traded | 2898 | 2172 | 726 | 2898 | 2172 | 726 |
Profit Streak | 40.5766 | 50.2432 | 40.5766 | 40.5766 | 50.2432 | 40.5766 |
Trades During Streak | 10 | 8 | 5 | 10 | 8 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505958 | -755658 | -161880 | -131377 | -755658 | -251752 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 175, "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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