Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 903249.2292 | 731490.6701 | 171758.5591 | 4584806.656 | 1479666.0694 | 3105140.5866 |
Total P&L (%) | 903.2492 | 731.4907 | 171.7586 | 4584.8067 | 1479.6661 | 3105.1406 |
Avg Daily Profit (%) | 0.4847 | 0.3925 | 0.0922 | 0.2066 | 0.1482 | 0.1862 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62754 | -39991 | -63339 | -3991801 | -2549839 | -1762139 |
Profit Factor | 3.2502 | 4.6059 | 1.8651 | 1.4117 | 1.2423 | 1.6173 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 87 | 47 | 40 | 87 | 47 | 40 |
Profitability (%) | 32.0313 | 26.5625 | 37.5 | 32.0313 | 26.5625 | 37.5 |
Ratio Avg Win / Avg Loss | 6.8967 | 12.734 | 3.1084 | 2.9956 | 3.4347 | 2.6955 |
Largest Winning Trade | 556985 | 556985 | 60488 | 2753876 | 2753876 | 2420856 |
Largest Losing Trade | -12981 | -10491 | -12981 | -760613 | -760613 | -564142 |
Avg Bars in Trades | 28 | 21 | 35 | 28 | 21 | 35 |
Avg Bars in Winners | 70 | 62 | 75 | 70 | 62 | 75 |
Avg Bars in Losers | 8 | 7 | 11 | 8 | 7 | 11 |
Bars Traded | 3654 | 1401 | 2253 | 3654 | 1401 | 2253 |
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 | 371277 | -144919 | -210692 | 129652 | -156046 | -133337 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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