Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773372.5847 | 630208.346 | 143164.2387 | 584168.2883 | 820716.2095 | -236547.9212 |
Total P&L (%) | 773.3726 | 630.2083 | 143.1642 | 584.1683 | 820.7162 | -236.5479 |
Avg Daily Profit (%) | 0.482 | 0.3928 | 0.0892 | 0.1199 | 0.1385 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187629 | -127659 | -102710 | -2971906 | -1866630 | -1494207 |
Profit Factor | 1.6774 | 2.0107 | 1.2763 | 1.0598 | 1.1536 | 0.9466 |
Total Trades | 425 | 213 | 212 | 425 | 213 | 212 |
Winning Trades | 208 | 89 | 119 | 208 | 89 | 119 |
Losing Trades | 217 | 124 | 93 | 217 | 124 | 93 |
Profitability (%) | 48.9412 | 41.784 | 56.1321 | 48.9412 | 41.784 | 56.1321 |
Ratio Avg Win / Avg Loss | 1.75 | 2.8014 | 0.9974 | 1.1056 | 1.6073 | 0.7398 |
Largest Winning Trade | 404734 | 404734 | 58771 | 2043458 | 2043458 | 383702 |
Largest Losing Trade | -53419 | -24218 | -53419 | -1117386 | -765314 | -1117386 |
Avg Bars in Trades | 22 | 21 | 22 | 22 | 21 | 22 |
Avg Bars in Winners | 27 | 29 | 26 | 27 | 29 | 26 |
Avg Bars in Losers | 16 | 15 | 18 | 16 | 15 | 18 |
Bars Traded | 9436 | 4602 | 4834 | 9436 | 4602 | 4834 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 565668 | 401339 | -73937 | -185193 | -60548 | -579151 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 96 } }, "second_band": { "type": "ema", "factors": { "length": 111, "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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