Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165593.2314 | 102236.3336 | 63356.8978 | 33340.6177 | 18403.9866 | 14936.6311 |
Total P&L (%) | 165.5932 | 102.2363 | 63.3569 | 33.3406 | 18.404 | 14.9366 |
Avg Daily Profit (%) | 0.159 | 0.0981 | 0.0608 | 0.0276 | 0.0162 | 0.0134 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -124551 | -58576 | -113205 | -294820 | -153712 | -182920 |
Profit Factor | 1.2224 | 1.2925 | 1.1604 | 1.0389 | 1.0468 | 1.0322 |
Total Trades | 764 | 382 | 382 | 764 | 382 | 382 |
Winning Trades | 592 | 293 | 299 | 592 | 293 | 299 |
Losing Trades | 172 | 89 | 83 | 172 | 89 | 83 |
Profitability (%) | 77.4869 | 76.7016 | 78.2723 | 77.4869 | 76.7016 | 78.2723 |
Ratio Avg Win / Avg Loss | 0.3552 | 0.3926 | 0.3221 | 0.3018 | 0.318 | 0.2865 |
Largest Winning Trade | 26204 | 26204 | 20277 | 64050 | 21480 | 64050 |
Largest Losing Trade | -60176 | -38159 | -60176 | -131358 | -120474 | -131358 |
Avg Bars in Trades | 31 | 33 | 29 | 31 | 33 | 29 |
Avg Bars in Winners | 14 | 15 | 13 | 14 | 15 | 13 |
Avg Bars in Losers | 90 | 93 | 87 | 90 | 93 | 87 |
Bars Traded | 24226 | 12843 | 11383 | 24226 | 12843 | 11383 |
Profit Streak | 4.9716 | 4.9716 | 18.7633 | 4.9716 | 4.9716 | 18.7633 |
Trades During Streak | 6 | 3 | 10 | 6 | 3 | 10 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534913 | -57085 | -150802 | -328570 | -343353 | -366894 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 239, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "sma", "factors": { "length": 239, "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) |
---|