Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 660779.7494 | 452374.7135 | 208405.0359 | 2096480.8851 | 1123871.4965 | 972609.3886 |
Total P&L (%) | 660.7797 | 452.3747 | 208.405 | 2096.4809 | 1123.8715 | 972.6094 |
Avg Daily Profit (%) | 0.3792 | 0.2596 | 0.1196 | 0.1775 | 0.1438 | 0.1363 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -133644 | -81800 | -75669 | -745802 | -642932 | -538743 |
Profit Factor | 1.8697 | 2.173 | 1.557 | 1.3911 | 1.418 | 1.3641 |
Total Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 123 | 67 | 56 | 123 | 67 | 56 |
Profitability (%) | 34.9206 | 29.4737 | 40.4255 | 34.9206 | 29.4737 | 40.4255 |
Ratio Avg Win / Avg Loss | 3.4844 | 5.1996 | 2.2946 | 2.5925 | 3.393 | 2.0102 |
Largest Winning Trade | 192048 | 192048 | 52303 | 898654 | 898654 | 514787 |
Largest Losing Trade | -31609 | -17567 | -31609 | -309156 | -309156 | -193989 |
Avg Bars in Trades | 18 | 14 | 21 | 18 | 14 | 21 |
Avg Bars in Winners | 39 | 34 | 43 | 39 | 34 | 43 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3417 | 1391 | 2026 | 3417 | 1391 | 2026 |
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 | 306771 | 77194 | -34321 | 180003 | -8807 | -12874 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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