Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145409.1371 | 998698.4839 | 146710.6532 | 9189594.3281 | 4066656.951 | 5122937.3771 |
Total P&L (%) | 1145.4091 | 998.6985 | 146.7107 | 9189.5943 | 4066.657 | 5122.9374 |
Avg Daily Profit (%) | 0.6079 | 0.53 | 0.0779 | 0.2408 | 0.1981 | 0.2101 |
Buy And Hold Return (%) | 319.0892 | 319.0892 | 319.0892 | 319.0892 | 319.0892 | 319.0892 |
Max Trade Drawdown | -77131 | -121762 | -97212 | -8421558 | -5455356 | -5233353 |
Profit Factor | 2.6473 | 3.5351 | 1.4868 | 1.2753 | 1.1878 | 1.4368 |
Total Trades | 228 | 114 | 114 | 228 | 114 | 114 |
Winning Trades | 112 | 49 | 63 | 112 | 49 | 63 |
Losing Trades | 116 | 65 | 51 | 116 | 65 | 51 |
Profitability (%) | 49.1228 | 42.9825 | 55.2632 | 49.1228 | 42.9825 | 55.2632 |
Ratio Avg Win / Avg Loss | 2.7419 | 4.6894 | 1.2036 | 1.3208 | 1.5756 | 1.1631 |
Largest Winning Trade | 428607 | 428607 | 60086 | 6910411 | 6910411 | 4951607 |
Largest Losing Trade | -37864 | -31642 | -37864 | -3247742 | -3247742 | -1266854 |
Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Winners | 30 | 40 | 23 | 30 | 40 | 23 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 5494 | 3203 | 2291 | 5494 | 3203 | 2291 |
Profit Streak | 0 | 3.3034 | 0 | 0 | 3.3034 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544175 | 396694 | -252838 | 340153 | -8412 | 351122 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 113 } }, "second_band": { "type": "rma", "factors": { "length": 133, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 113 } }, "second_band": { "type": "rma", "factors": { "length": 133, "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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