Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 148109.7442 | 203383.3195 | -55273.5754 | -227787.7955 | -16355.5904 | -211432.2051 |
Total P&L (%) | 148.1097 | 203.3833 | -55.2736 | -227.7878 | -16.3556 | -211.4322 |
Avg Daily Profit (%) | 0.1188 | 0.1631 | -0.0443 | 0 | -0.0143 | 0 |
Buy And Hold Return (%) | 24.3457 | 24.3457 | 24.3457 | 24.3457 | 24.3457 | 24.3457 |
Max Trade Drawdown | -178269 | -52941 | -205968 | -500460 | -95346 | -446749 |
Profit Factor | 1.2115 | 1.9398 | 0.8857 | 0.7693 | 0.952 | 0.6731 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 180 | 88 | 92 | 45 | 26 | 19 |
Losing Trades | 44 | 24 | 20 | 179 | 86 | 93 |
Profitability (%) | 80.3571 | 78.5714 | 82.1429 | 20.0893 | 23.2143 | 16.9643 |
Ratio Avg Win / Avg Loss | 0.2962 | 0.529 | 0.1926 | 3.0603 | 3.1489 | 3.2947 |
Largest Winning Trade | 19310 | 19310 | 16226 | 276229 | 72899 | 276229 |
Largest Losing Trade | -170558 | -50519 | -170558 | -256222 | -24409 | -256222 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 9 | 11 | 8 | 62 | 65 | 59 |
Avg Bars in Losers | 67 | 70 | 63 | 10 | 11 | 9 |
Bars Traded | 4746 | 2704 | 2042 | 4746 | 2704 | 2042 |
Profit Streak | 38.9229 | 95.9229 | 38.9229 | 0 | 0 | 0 |
Trades During Streak | 13 | 9 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30058 | 497453 | -574814 | -628008 | -615663 | -643210 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 131, "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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