Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1279237.9174 | 8983.7244 | -1288221.6417 | -1257230.9403 | -7251484.4944 | 5994253.5541 |
Total P&L (%) | -1279.2379 | 8.9837 | -1288.2216 | -1257.2309 | -7251.4845 | 5994.2536 |
Avg Daily Profit (%) | -0.7014 | 0.0049 | -0.7063 | 0 | 0 | 0.2256 |
Buy And Hold Return (%) | 716.7915 | 716.7915 | 716.7915 | 716.7915 | 716.7915 | 716.7915 |
Max Trade Drawdown | -1429927 | -179208 | -1384510 | -21170531 | -17078293 | -4500066 |
Profit Factor | 0.3676 | 1.0254 | 0.2279 | 0.9647 | 0.669 | 1.4381 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 186 | 92 | 94 | 109 | 54 | 55 |
Losing Trades | 50 | 26 | 24 | 127 | 64 | 63 |
Profitability (%) | 78.8136 | 77.9661 | 79.661 | 46.1864 | 45.7627 | 46.6102 |
Ratio Avg Win / Avg Loss | 0.0988 | 0.2898 | 0.0582 | 1.124 | 0.7929 | 1.6473 |
Largest Winning Trade | 53168 | 21215 | 53168 | 7759250 | 2299773 | 7759250 |
Largest Losing Trade | -796453 | -76848 | -796453 | -14923670 | -14923670 | -4500066 |
Avg Bars in Trades | 45 | 47 | 42 | 45 | 47 | 42 |
Avg Bars in Winners | 16 | 14 | 18 | 37 | 37 | 36 |
Avg Bars in Losers | 151 | 166 | 135 | 51 | 56 | 46 |
Bars Traded | 10632 | 5642 | 4990 | 10632 | 5642 | 4990 |
Profit Streak | 20.2282 | 20.2282 | 39.0615 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 7 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574292 | -541596 | -575299 | -579359 | -582666 | 314515 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 200, "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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