Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881587.8959 | 837307.0754 | 44280.8204 | -96655.6155 | 697368.8651 | -794024.4806 |
Total P&L (%) | 881.5879 | 837.3071 | 44.2808 | -96.6556 | 697.3689 | -794.0245 |
Avg Daily Profit (%) | 0.3733 | 0.3545 | 0.0188 | -0.1438 | 0.0879 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162715 | -134201 | -121137 | -1507545 | -581720 | -1639917 |
Profit Factor | 2.4888 | 4.109 | 1.1372 | 0.9727 | 1.6344 | 0.6739 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 59 | 32 | 27 | 59 | 32 | 27 |
Profitability (%) | 51.2397 | 47.541 | 55 | 51.2397 | 47.541 | 55 |
Ratio Avg Win / Avg Loss | 2.3684 | 4.5341 | 0.9304 | 0.9256 | 1.8034 | 0.5514 |
Largest Winning Trade | 808422 | 808422 | 47831 | 758673 | 758673 | 316753 |
Largest Losing Trade | -99610 | -54677 | -99610 | -1310944 | -164973 | -1310944 |
Avg Bars in Trades | 55 | 47 | 64 | 55 | 47 | 64 |
Avg Bars in Winners | 70 | 46 | 92 | 70 | 46 | 92 |
Avg Bars in Losers | 40 | 49 | 29 | 40 | 49 | 29 |
Bars Traded | 6762 | 2913 | 3849 | 6762 | 2913 | 3849 |
Profit Streak | 43.912 | 46.5786 | 0 | 43.912 | 46.5786 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550726 | -145578 | -409487 | -579742 | -234107 | -749310 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 212 } }, "second_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 1.64835 } } }
# | 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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