Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1483733.8908 | 1546315.1367 | -62581.2459 | 17601.2389 | 2519916.6066 | -2502315.3677 |
Total P&L (%) | 1483.7339 | 1546.3151 | -62.5812 | 17.6012 | 2519.9166 | -2502.3154 |
Avg Daily Profit (%) | 0.6556 | 0.6833 | -0.0277 | 0.0072 | 0.1444 | 0 |
Buy And Hold Return (%) | 215.7303 | 215.7303 | 215.7303 | 215.7303 | 215.7303 | 215.7303 |
Max Trade Drawdown | -172312 | -139275 | -130659 | -4969546 | -2523289 | -3078854 |
Profit Factor | 2.3111 | 3.5706 | 0.8819 | 1.0016 | 1.4955 | 0.5954 |
Total Trades | 277 | 139 | 138 | 277 | 139 | 138 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 155 | 84 | 71 | 155 | 84 | 71 |
Profitability (%) | 44.0433 | 39.5683 | 48.5507 | 44.0433 | 39.5683 | 48.5507 |
Ratio Avg Win / Avg Loss | 2.9363 | 5.4533 | 0.9346 | 1.2725 | 2.284 | 0.631 |
Largest Winning Trade | 1398965 | 1398965 | 28268 | 4747770 | 4747770 | 678814 |
Largest Losing Trade | -58836 | -34568 | -58836 | -2257749 | -555484 | -2257749 |
Avg Bars in Trades | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Winners | 22 | 25 | 19 | 22 | 25 | 19 |
Avg Bars in Losers | 10 | 9 | 12 | 10 | 9 | 12 |
Bars Traded | 4380 | 2168 | 2212 | 4380 | 2168 | 2212 |
Profit Streak | 0 | 0 | 16.0624 | 0 | 0 | 16.0624 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 563813 | 538217 | -580674 | -568429 | -1412 | -580674 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 51 } }, "second_band": { "type": "ema", "factors": { "length": 57, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 51 } }, "second_band": { "type": "ema", "factors": { "length": 57, "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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