Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011812.441 | 871914.355 | 139898.086 | 15673043.8957 | 15120438.4315 | 552605.4642 |
Total P&L (%) | 1011.8124 | 871.9144 | 139.8981 | 15673.0439 | 15120.4384 | 552.6055 |
Avg Daily Profit (%) | 0.4047 | 0.3487 | 0.056 | 0.2026 | 0.2012 | 0.0751 |
Buy And Hold Return (%) | 764.497 | 764.497 | 764.497 | 764.497 | 764.497 | 764.497 |
Max Trade Drawdown | -86731 | -80257 | -93233 | -7732817 | -3287805 | -5810622 |
Profit Factor | 2.0929 | 2.8209 | 1.313 | 1.8242 | 2.8295 | 1.0514 |
Total Trades | 390 | 195 | 195 | 390 | 195 | 195 |
Winning Trades | 174 | 78 | 96 | 174 | 78 | 96 |
Losing Trades | 216 | 117 | 99 | 216 | 117 | 99 |
Profitability (%) | 44.6154 | 40 | 49.2308 | 44.6154 | 40 | 49.2308 |
Ratio Avg Win / Avg Loss | 2.5981 | 4.2313 | 1.354 | 2.2645 | 4.2443 | 1.0843 |
Largest Winning Trade | 389373 | 389373 | 46637 | 8641094 | 8641094 | 1893226 |
Largest Losing Trade | -30953 | -19686 | -30953 | -4816494 | -1631449 | -4816494 |
Avg Bars in Trades | 18 | 20 | 16 | 18 | 20 | 16 |
Avg Bars in Winners | 25 | 29 | 22 | 25 | 29 | 22 |
Avg Bars in Losers | 12 | 14 | 10 | 12 | 14 | 10 |
Bars Traded | 7312 | 4052 | 3260 | 7312 | 4052 | 3260 |
Profit Streak | 2.5864 | 7.9197 | 0 | 2.5864 | 7.9197 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52679 | -109383 | -283374 | 367487 | 411719 | -421649 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 49 } }, "second_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 49 } }, "second_band": { "type": "ema", "factors": { "length": 181, "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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