Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1691830.0178 | 30757.1121 | -1722587.1299 | 169486.5526 | 5944604.7435 | -5775118.1909 |
Total P&L (%) | -1691.83 | 30.7571 | -1722.5871 | 169.4866 | 5944.6047 | -5775.1182 |
Avg Daily Profit (%) | -0.7168 | 0.013 | -0.7298 | 0.042 | 0.1739 | 0 |
Buy And Hold Return (%) | 530.4405 | 530.4405 | 530.4405 | 530.4405 | 530.4405 | 530.4405 |
Max Trade Drawdown | -1811007 | -124730 | -1811028 | -10914035 | -2229289 | -10126025 |
Profit Factor | 0.3434 | 1.0785 | 0.2115 | 1.0085 | 1.7994 | 0.5391 |
Total Trades | 250 | 125 | 125 | 250 | 125 | 125 |
Winning Trades | 194 | 92 | 102 | 132 | 70 | 62 |
Losing Trades | 56 | 33 | 23 | 118 | 55 | 63 |
Profitability (%) | 77.6 | 73.6 | 81.6 | 52.8 | 56 | 49.6 |
Ratio Avg Win / Avg Loss | 0.0991 | 0.3868 | 0.0477 | 0.9015 | 1.4138 | 0.5478 |
Largest Winning Trade | 17008 | 17008 | 13675 | 6304487 | 6304487 | 1816509 |
Largest Losing Trade | -1474806 | -66014 | -1474806 | -1742215 | -1127640 | -1742215 |
Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Winners | 9 | 10 | 7 | 26 | 29 | 23 |
Avg Bars in Losers | 92 | 85 | 101 | 29 | 32 | 26 |
Bars Traded | 6939 | 3798 | 3141 | 6939 | 3798 | 3141 |
Profit Streak | 40.7479 | 77.7479 | 40.7479 | 40.7479 | 77.7479 | 40.7479 |
Trades During Streak | 10 | 6 | 5 | 10 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573930 | -472477 | -574861 | -511796 | 438668 | -579339 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 228, "offset": 0, "std": 1.52419 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 228, "offset": 0, "std": 1.52419 } } }
# | 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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