Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62725.5842 | 187655.8798 | -124930.2956 | -169263.8676 | -386.0727 | -168877.795 |
Total P&L (%) | 62.7256 | 187.6559 | -124.9303 | -169.2639 | -0.3861 | -168.8778 |
Avg Daily Profit (%) | 0.0506 | 0.1514 | -0.1008 | 0 | -0.0003 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247925 | -51477 | -274144 | -571532 | -77252 | -562543 |
Profit Factor | 1.0796 | 1.8412 | 0.7787 | 0.8335 | 0.9987 | 0.764 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 192 | 93 | 99 | 60 | 33 | 27 |
Losing Trades | 53 | 29 | 24 | 185 | 89 | 96 |
Profitability (%) | 78.3673 | 76.2295 | 80.4878 | 24.4898 | 27.0492 | 21.9512 |
Ratio Avg Win / Avg Loss | 0.298 | 0.5741 | 0.1888 | 2.57 | 2.6935 | 2.7164 |
Largest Winning Trade | 18694 | 18694 | 16226 | 421799 | 76745 | 421799 |
Largest Losing Trade | -238173 | -51477 | -238173 | -326246 | -29684 | -326246 |
Avg Bars in Trades | 19 | 21 | 16 | 19 | 21 | 16 |
Avg Bars in Winners | 8 | 9 | 7 | 48 | 53 | 42 |
Avg Bars in Losers | 57 | 60 | 53 | 9 | 9 | 9 |
Bars Traded | 4699 | 2638 | 2061 | 4699 | 2638 | 2061 |
Profit Streak | 18.5975 | 20.0975 | 18.5975 | 0 | 0 | 0 |
Trades During Streak | 4 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -253629 | 472214 | -575447 | -608504 | -598735 | -621202 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 53, "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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