Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174339.211 | -18452.0586 | 192791.2696 | 129399.8645 | -33772.7055 | 163172.57 |
Total P&L (%) | 174.3392 | -18.4521 | 192.7913 | 129.3999 | -33.7727 | 163.1726 |
Avg Daily Profit (%) | 0.1676 | -0.0177 | 0.1854 | 0.0799 | -0.0396 | 0.0931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -73499 | -112669 | -3569 | -96414 | -130762 | -2264 |
Profit Factor | 1.9365 | 0.8977 | 34.192 | 1.7419 | 0.8017 | 41.1161 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 10 | 7 | 3 | 10 | 7 | 3 |
Profitability (%) | 86.1111 | 80.5556 | 91.6667 | 86.1111 | 80.5556 | 91.6667 |
Ratio Avg Win / Avg Loss | 0.3123 | 0.2167 | 3.1084 | 0.281 | 0.1935 | 3.7378 |
Largest Winning Trade | 14065 | 14044 | 14065 | 25890 | 14044 | 25890 |
Largest Losing Trade | -60292 | -60292 | -3569 | -72061 | -72061 | -2264 |
Avg Bars in Trades | 39 | 60 | 18 | 39 | 60 | 18 |
Avg Bars in Winners | 16 | 20 | 13 | 16 | 20 | 13 |
Avg Bars in Losers | 181 | 227 | 72 | 181 | 227 | 72 |
Bars Traded | 2843 | 2175 | 668 | 2843 | 2175 | 668 |
Profit Streak | 32.7663 | 32.7663 | 38.0996 | 32.7663 | 32.7663 | 38.0996 |
Trades During Streak | 15 | 7 | 9 | 15 | 7 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68999 | -575236 | 837289 | -163034 | -575236 | -52929 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 140, "offset": 84 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 140, "offset": 84 } } }
# | 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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