Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286011.4635 | 264596.7667 | 21414.6968 | -147856.6061 | 167192.6526 | -315049.2587 |
Total P&L (%) | 286.0115 | 264.5968 | 21.4147 | -147.8566 | 167.1927 | -315.0493 |
Avg Daily Profit (%) | 0.1516 | 0.1402 | 0.0113 | 0 | 0.0521 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312217 | -136471 | -240266 | -501624 | -46477 | -474801 |
Profit Factor | 1.2724 | 1.5354 | 1.0385 | 0.8047 | 2.0309 | 0.4706 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 174 | 84 | 90 | 160 | 85 | 75 |
Losing Trades | 150 | 78 | 72 | 164 | 77 | 87 |
Profitability (%) | 53.7037 | 51.8519 | 55.5556 | 49.3827 | 52.4691 | 46.2963 |
Ratio Avg Win / Avg Loss | 1.0969 | 1.4257 | 0.8308 | 0.8249 | 1.8397 | 0.5459 |
Largest Winning Trade | 101898 | 101898 | 38416 | 102714 | 102714 | 53071 |
Largest Losing Trade | -114417 | -52309 | -114417 | -457864 | -27238 | -457864 |
Avg Bars in Trades | 33 | 34 | 33 | 33 | 34 | 33 |
Avg Bars in Winners | 33 | 34 | 33 | 31 | 35 | 28 |
Avg Bars in Losers | 33 | 34 | 32 | 35 | 33 | 37 |
Bars Traded | 10927 | 5563 | 5364 | 10927 | 5563 | 5364 |
Profit Streak | 7.6586 | 0 | 8.4919 | 0 | 10.9919 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359058 | -3806 | -361758 | -579323 | -117349 | -581925 |
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{ "first_band": { "type": "midprice", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 187 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 187 } } }
# | 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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