Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368628.1936 | 214545.5091 | 154082.6845 | 113244.1977 | -55607.7789 | 168851.9767 |
Total P&L (%) | 368.6282 | 214.5455 | 154.0827 | 113.2442 | -55.6078 | 168.852 |
Avg Daily Profit (%) | 0.2043 | 0.1189 | 0.0854 | 0.042 | -0.045 | 0.0548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113533 | -79268 | -103527 | -490964 | -237319 | -370389 |
Profit Factor | 1.4027 | 1.6186 | 1.271 | 1.0561 | 0.9251 | 1.1321 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Losing Trades | 210 | 106 | 104 | 210 | 106 | 104 |
Profitability (%) | 45.1697 | 44.7917 | 45.5497 | 45.1697 | 44.7917 | 45.5497 |
Ratio Avg Win / Avg Loss | 1.7027 | 1.995 | 1.5194 | 1.2819 | 1.1402 | 1.3533 |
Largest Winning Trade | 106629 | 106629 | 70864 | 194179 | 72643 | 194179 |
Largest Losing Trade | -68876 | -27041 | -68876 | -253120 | -87336 | -253120 |
Avg Bars in Trades | 55 | 18 | 93 | 55 | 18 | 93 |
Avg Bars in Winners | 83 | 23 | 143 | 83 | 23 | 143 |
Avg Bars in Losers | 32 | 14 | 51 | 32 | 14 | 51 |
Bars Traded | 21354 | 3535 | 17819 | 21354 | 3535 | 17819 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345749 | -32513 | -79223 | -295582 | -580409 | -196208 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 193 } }, "second_band": { "type": "dcl", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 193 } }, "second_band": { "type": "dcl", "factors": { "length": 134, "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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