Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274595.2016 | 216723.7141 | 57871.4875 | -683544.8175 | -255828.4488 | -427716.3687 |
Total P&L (%) | 274.5952 | 216.7237 | 57.8715 | -683.5448 | -255.8284 | -427.7164 |
Avg Daily Profit (%) | 0.1523 | 0.1202 | 0.0321 | 0 | 0 | 0 |
Buy And Hold Return (%) | 23.4401 | 23.4401 | 23.4401 | 23.4401 | 23.4401 | 23.4401 |
Max Trade Drawdown | -150292 | -31532 | -156918 | -796114 | -299115 | -504169 |
Profit Factor | 2.133 | 4.3895 | 1.3244 | 0.2892 | 0.3563 | 0.242 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 97 | 51 | 46 | 41 | 18 | 23 |
Losing Trades | 27 | 11 | 16 | 83 | 44 | 39 |
Profitability (%) | 78.2258 | 82.2581 | 74.1935 | 33.0645 | 29.0323 | 37.0968 |
Ratio Avg Win / Avg Loss | 0.5937 | 0.9467 | 0.4606 | 0.5855 | 0.8711 | 0.4103 |
Largest Winning Trade | 55483 | 55483 | 16592 | 25000 | 18370 | 25000 |
Largest Losing Trade | -118700 | -31532 | -118700 | -243628 | -54867 | -243628 |
Avg Bars in Trades | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Winners | 14 | 14 | 15 | 36 | 41 | 32 |
Avg Bars in Losers | 70 | 78 | 64 | 22 | 19 | 25 |
Bars Traded | 3333 | 1605 | 1728 | 3333 | 1605 | 1728 |
Profit Streak | 0 | 728.7806 | 0 | 619.2806 | 0 | 620.2806 |
Trades During Streak | 0 | 3 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469278 | -176476 | -305985 | -586174 | -747001 | -739393 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 215, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 215, "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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