Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799065.0971 | 779741.0382 | 19324.0588 | 148202.2586 | 2340415.6503 | -2192213.3918 |
Total P&L (%) | 799.0651 | 779.741 | 19.3241 | 148.2023 | 2340.4157 | -2192.2134 |
Avg Daily Profit (%) | 0.4423 | 0.4316 | 0.0107 | 0.0503 | 0.177 | 0 |
Buy And Hold Return (%) | 163.6824 | 163.6824 | 163.6824 | 163.6824 | 163.6824 | 163.6824 |
Max Trade Drawdown | -199443 | -83888 | -187461 | -3078939 | -798331 | -3283932 |
Profit Factor | 1.7192 | 2.4607 | 1.0335 | 1.0192 | 1.7976 | 0.5414 |
Total Trades | 292 | 146 | 146 | 292 | 146 | 146 |
Winning Trades | 150 | 71 | 79 | 150 | 71 | 79 |
Losing Trades | 142 | 75 | 67 | 142 | 75 | 67 |
Profitability (%) | 51.3699 | 48.6301 | 54.1096 | 51.3699 | 48.6301 | 54.1096 |
Ratio Avg Win / Avg Loss | 1.6275 | 2.5993 | 0.8765 | 0.9649 | 1.8988 | 0.4591 |
Largest Winning Trade | 307782 | 307782 | 69556 | 1893790 | 1893790 | 305177 |
Largest Losing Trade | -79330 | -40767 | -79330 | -1862708 | -369662 | -1862708 |
Avg Bars in Trades | 36 | 43 | 29 | 36 | 43 | 29 |
Avg Bars in Winners | 45 | 55 | 36 | 45 | 55 | 36 |
Avg Bars in Losers | 26 | 31 | 20 | 26 | 31 | 20 |
Bars Traded | 10596 | 6300 | 4296 | 10596 | 6300 | 4296 |
Profit Streak | 0 | 38.4244 | 0 | 0 | 38.4244 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490813 | 484259 | -529046 | -490827 | 415403 | -580135 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 218 } }, "second_band": { "type": "rma", "factors": { "length": 232, "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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