Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416129.777 | 288331.0031 | 127798.7739 | -318150.9738 | -69591.2285 | -248559.7454 |
Total P&L (%) | 416.1298 | 288.331 | 127.7988 | -318.151 | -69.5912 | -248.5597 |
Avg Daily Profit (%) | 0.3328 | 0.2306 | 0.1022 | 0 | -0.0952 | 0 |
Buy And Hold Return (%) | 110.3546 | 110.3546 | 110.3546 | 110.3546 | 110.3546 | 110.3546 |
Max Trade Drawdown | -131628 | -36264 | -112404 | -373180 | -144981 | -285180 |
Profit Factor | 1.9532 | 3.0419 | 1.4327 | 0.4771 | 0.6711 | 0.3736 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 116 | 57 | 59 | 32 | 16 | 16 |
Losing Trades | 19 | 10 | 9 | 103 | 51 | 52 |
Profitability (%) | 85.9259 | 85.0746 | 86.7647 | 23.7037 | 23.8806 | 23.5294 |
Ratio Avg Win / Avg Loss | 0.3199 | 0.5337 | 0.2185 | 1.5356 | 2.1391 | 1.2143 |
Largest Winning Trade | 33828 | 33828 | 21180 | 43238 | 43133 | 43238 |
Largest Losing Trade | -105623 | -36264 | -105623 | -118980 | -31872 | -118980 |
Avg Bars in Trades | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Winners | 8 | 9 | 7 | 33 | 38 | 27 |
Avg Bars in Losers | 72 | 77 | 66 | 12 | 13 | 11 |
Bars Traded | 2367 | 1323 | 1044 | 2367 | 1323 | 1044 |
Profit Streak | 33.7441 | 90.2441 | 33.7441 | 0 | 0 | 0 |
Trades During Streak | 10 | 7 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516152 | -103028 | -276734 | -612892 | -729429 | -724587 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 116, "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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