Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182287.707 | -12460.0052 | 194747.7122 | 117907.3646 | -70224.3384 | 188131.703 |
Total P&L (%) | 182.2877 | -12.46 | 194.7477 | 117.9074 | -70.2243 | 188.1317 |
Avg Daily Profit (%) | 0.1753 | -0.012 | 0.1873 | 0.0749 | -0.1164 | 0.1018 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66910 | -93905 | -30624 | -138126 | -167761 | -55108 |
Profit Factor | 1.665 | 0.9418 | 4.2418 | 1.2833 | 0.7806 | 2.9595 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 82.3077 | 80 | 84.6154 | 82.3077 | 80 | 84.6154 |
Ratio Avg Win / Avg Loss | 0.3579 | 0.2354 | 0.7712 | 0.2759 | 0.1952 | 0.5381 |
Largest Winning Trade | 15550 | 12699 | 15550 | 17629 | 17280 | 17629 |
Largest Losing Trade | -66910 | -66910 | -25885 | -106313 | -106313 | -48137 |
Avg Bars in Trades | 29 | 44 | 14 | 29 | 44 | 14 |
Avg Bars in Winners | 12 | 13 | 10 | 12 | 13 | 10 |
Avg Bars in Losers | 112 | 169 | 37 | 112 | 169 | 37 |
Bars Traded | 3865 | 2921 | 944 | 3865 | 2921 | 944 |
Profit Streak | 17.9254 | 18.1754 | 17.9254 | 17.9254 | 18.1754 | 17.9254 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518849 | -707094 | -113615 | -87944 | -707094 | -179746 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 233, "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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