Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1641313.2216 | 1629200.946 | 12112.2755 | 922541.1539 | 4334514.0138 | -3411972.86 |
Total P&L (%) | 1641.3132 | 1629.2009 | 12.1123 | 922.5412 | 4334.514 | -3411.9729 |
Avg Daily Profit (%) | 0.7056 | 0.7004 | 0.0052 | 0.1 | 0.1632 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -247686 | -93764 | -186259 | -5672091 | -1976408 | -3832300 |
Profit Factor | 4.2481 | 8.2912 | 1.043 | 1.0966 | 2.0661 | 0.3773 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Profitability (%) | 30.137 | 35.1351 | 25 | 30.137 | 35.1351 | 25 |
Ratio Avg Win / Avg Loss | 9.8479 | 15.3067 | 3.1289 | 2.5422 | 3.8143 | 1.132 |
Largest Winning Trade | 1493278 | 1493278 | 93131 | 5620609 | 5620609 | 655985 |
Largest Losing Trade | -33927 | -19700 | -33927 | -1984425 | -790503 | -1984425 |
Avg Bars in Trades | 56 | 37 | 75 | 56 | 37 | 75 |
Avg Bars in Winners | 154 | 88 | 248 | 154 | 88 | 248 |
Avg Bars in Losers | 13 | 9 | 18 | 13 | 9 | 18 |
Bars Traded | 4103 | 1375 | 2728 | 4103 | 1375 | 2728 |
Profit Streak | 0 | 0 | 84.6074 | 0 | 0 | 84.6074 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -64399 | 542444 | -487331 | -256160 | 211512 | -608370 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 222, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 222, "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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