Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343571.3793 | 409410.2151 | -65838.8357 | -59172.2709 | 220008.6945 | -279180.9654 |
Total P&L (%) | 343.5714 | 409.4102 | -65.8388 | -59.1723 | 220.0087 | -279.181 |
Avg Daily Profit (%) | 0.1826 | 0.2175 | -0.035 | -0.0476 | 0.0618 | 0 |
Buy And Hold Return (%) | 26.1538 | 26.1538 | 26.1538 | 26.1538 | 26.1538 | 26.1538 |
Max Trade Drawdown | -178584 | -141779 | -117105 | -411084 | -225033 | -323325 |
Profit Factor | 1.156 | 1.3745 | 0.9407 | 0.9809 | 1.1478 | 0.8267 |
Total Trades | 1040 | 520 | 520 | 1040 | 520 | 520 |
Winning Trades | 444 | 219 | 225 | 444 | 219 | 225 |
Losing Trades | 596 | 301 | 295 | 596 | 301 | 295 |
Profitability (%) | 42.6923 | 42.1154 | 43.2692 | 42.6923 | 42.1154 | 43.2692 |
Ratio Avg Win / Avg Loss | 1.5517 | 1.8891 | 1.2333 | 1.3167 | 1.5775 | 1.0839 |
Largest Winning Trade | 234609 | 234609 | 36734 | 298880 | 298880 | 88594 |
Largest Losing Trade | -34733 | -25776 | -34733 | -121561 | -84183 | -121561 |
Avg Bars in Trades | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Winners | 30 | 30 | 30 | 30 | 30 | 30 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 22488 | 11504 | 10984 | 22488 | 11504 | 10984 |
Profit Streak | 0 | 0 | 18.1382 | 0 | 0 | 18.1382 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37167 | 316596 | -578725 | -575916 | -167877 | -578725 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 55 } }, "second_band": { "type": "midpoint", "factors": { "length": 28, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 55 } }, "second_band": { "type": "midpoint", "factors": { "length": 28, "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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