Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297405.8425 | 169294.7889 | 128111.0536 | 745447.7081 | 378023.4893 | 367424.2189 |
Total P&L (%) | 297.4058 | 169.2948 | 128.1111 | 745.4477 | 378.0235 | 367.4242 |
Avg Daily Profit (%) | 0.2376 | 0.1353 | 0.1024 | 0.1707 | 0.1251 | 0.1233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75555 | -47010 | -60439 | -235549 | -232454 | -153048 |
Profit Factor | 1.9286 | 2.0452 | 1.8093 | 1.7476 | 1.7081 | 1.7931 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 96 | 47 | 49 | 96 | 47 | 49 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 75.5906 | 74.6032 | 76.5625 | 75.5906 | 74.6032 | 76.5625 |
Ratio Avg Win / Avg Loss | 0.6228 | 0.6962 | 0.5539 | 0.5643 | 0.5815 | 0.5489 |
Largest Winning Trade | 28833 | 28833 | 14043 | 98183 | 98183 | 77407 |
Largest Losing Trade | -47010 | -47010 | -38065 | -232454 | -232454 | -153048 |
Avg Bars in Trades | 27 | 34 | 20 | 27 | 34 | 20 |
Avg Bars in Winners | 10 | 12 | 9 | 10 | 12 | 9 |
Avg Bars in Losers | 80 | 100 | 58 | 80 | 100 | 58 |
Bars Traded | 3535 | 2201 | 1334 | 3535 | 2201 | 1334 |
Profit Streak | 24.8121 | 143.1454 | 24.8121 | 24.8121 | 143.1454 | 24.8121 |
Trades During Streak | 6 | 9 | 3 | 6 | 9 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526355 | -153308 | -189677 | 508190 | -167539 | -161808 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 174, "offset": 29 } } }
# | 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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