Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679399.3593 | 618616.3255 | 60783.0338 | -74829.0908 | 449620.924 | -524450.0148 |
Total P&L (%) | 679.3994 | 618.6163 | 60.783 | -74.8291 | 449.6209 | -524.45 |
Avg Daily Profit (%) | 0.3672 | 0.3344 | 0.0329 | -0.0745 | 0.0922 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120121 | -100730 | -94944 | -625709 | -114814 | -570374 |
Profit Factor | 2.2469 | 3.4194 | 1.2102 | 0.9268 | 3.4227 | 0.3733 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 43 | 26 | 17 | 43 | 26 | 17 |
Profitability (%) | 51.1364 | 40.9091 | 61.3636 | 51.1364 | 40.9091 | 61.3636 |
Ratio Avg Win / Avg Loss | 2.1471 | 4.9391 | 0.762 | 0.8856 | 4.944 | 0.235 |
Largest Winning Trade | 649679 | 649679 | 55819 | 561416 | 561416 | 216734 |
Largest Losing Trade | -94944 | -48528 | -94944 | -570374 | -40618 | -570374 |
Avg Bars in Trades | 59 | 48 | 70 | 59 | 48 | 70 |
Avg Bars in Winners | 79 | 56 | 94 | 79 | 56 | 94 |
Avg Bars in Losers | 38 | 42 | 31 | 38 | 42 | 31 |
Bars Traded | 5215 | 2124 | 3091 | 5215 | 2124 | 3091 |
Profit Streak | 68.204 | 81.204 | 68.204 | 68.204 | 81.204 | 68.204 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 543445 | 461038 | -149654 | -579426 | -66307 | -578688 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 230 } }, "second_band": { "type": "sma", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 230 } }, "second_band": { "type": "sma", "factors": { "length": 142, "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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