Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944764.8363 | 852193.1346 | 92571.7018 | 9574952.9169 | 9927953.7532 | -353000.8363 |
Total P&L (%) | 944.7648 | 852.1931 | 92.5717 | 9574.9529 | 9927.9538 | -353.0008 |
Avg Daily Profit (%) | 0.4535 | 0.4091 | 0.0444 | 0.2197 | 0.2214 | 0 |
Buy And Hold Return (%) | 903.8495 | 903.8495 | 903.8495 | 903.8495 | 903.8495 | 903.8495 |
Max Trade Drawdown | -80436 | -57018 | -67367 | -5627428 | -3987080 | -3968362 |
Profit Factor | 1.875 | 2.4734 | 1.1846 | 1.3113 | 1.5999 | 0.9752 |
Total Trades | 771 | 385 | 386 | 771 | 385 | 386 |
Winning Trades | 353 | 168 | 185 | 353 | 168 | 185 |
Losing Trades | 418 | 217 | 201 | 418 | 217 | 201 |
Profitability (%) | 45.7847 | 43.6364 | 47.9275 | 45.7847 | 43.6364 | 47.9275 |
Ratio Avg Win / Avg Loss | 2.2202 | 3.1948 | 1.2871 | 1.5527 | 2.0666 | 1.0595 |
Largest Winning Trade | 336677 | 336677 | 51001 | 5730627 | 5730627 | 1538057 |
Largest Losing Trade | -23922 | -23922 | -23658 | -2334637 | -2334637 | -1646285 |
Avg Bars in Trades | 31 | 31 | 32 | 31 | 31 | 32 |
Avg Bars in Winners | 43 | 46 | 40 | 43 | 46 | 40 |
Avg Bars in Losers | 22 | 20 | 24 | 22 | 20 | 24 |
Bars Traded | 24574 | 12191 | 12383 | 24574 | 12191 | 12383 |
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 | -135543 | -152257 | -316097 | 426892 | 368322 | -578455 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 168 } }, "second_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 168 } }, "second_band": { "type": "midpoint", "factors": { "length": 158, "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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