Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103291.7346 | -44481.8272 | 147773.5618 | -8326.5362 | -61171.1184 | 52844.5822 |
Total P&L (%) | 103.2917 | -44.4818 | 147.7736 | -8.3265 | -61.1711 | 52.8446 |
Avg Daily Profit (%) | 0.0992 | -0.0427 | 0.1419 | -0.0083 | -0.0908 | 0.0407 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127064 | -150161 | -26830 | -110598 | -112469 | -12561 |
Profit Factor | 1.4558 | 0.7765 | 6.3539 | 0.9399 | 0.5132 | 5.1181 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Losing Trades | 11 | 8 | 3 | 11 | 8 | 3 |
Profitability (%) | 85.1351 | 78.3784 | 91.8919 | 85.1351 | 78.3784 | 91.8919 |
Ratio Avg Win / Avg Loss | 0.2542 | 0.2142 | 0.5606 | 0.1641 | 0.1416 | 0.4516 |
Largest Winning Trade | 14901 | 11914 | 14901 | 11888 | 10926 | 11888 |
Largest Losing Trade | -65559 | -65559 | -26830 | -74226 | -74226 | -12561 |
Avg Bars in Trades | 38 | 57 | 19 | 38 | 57 | 19 |
Avg Bars in Winners | 13 | 14 | 12 | 13 | 14 | 12 |
Avg Bars in Losers | 180 | 211 | 97 | 180 | 211 | 97 |
Bars Traded | 2843 | 2119 | 724 | 2843 | 2119 | 724 |
Profit Streak | 60.8682 | 60.8682 | 87.8682 | 60.8682 | 60.8682 | 87.8682 |
Trades During Streak | 25 | 12 | 17 | 25 | 12 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -123452 | -575397 | 329788 | -643006 | -575397 | -127464 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 229, "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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