Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472038.0076 | 446713.6379 | 25324.3697 | -372269.1382 | 4151523.1942 | -4523792.3324 |
Total P&L (%) | 472.038 | 446.7136 | 25.3244 | -372.2691 | 4151.5232 | -4523.7923 |
Avg Daily Profit (%) | 0.1888 | 0.1787 | 0.0101 | 0 | 0.1501 | 0 |
Buy And Hold Return (%) | 817.9042 | 817.9042 | 817.9042 | 817.9042 | 817.9042 | 817.9042 |
Max Trade Drawdown | -117535 | -69052 | -124877 | -5127732 | -307493 | -5426234 |
Profit Factor | 2.029 | 3.8268 | 1.0842 | 0.95 | 5.6244 | 0.3094 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 99 | 53 | 46 | 99 | 50 | 49 |
Losing Trades | 66 | 29 | 37 | 66 | 32 | 34 |
Profitability (%) | 60 | 64.6341 | 55.4217 | 60 | 60.9756 | 59.0361 |
Ratio Avg Win / Avg Loss | 1.3527 | 2.0939 | 0.8721 | 0.6333 | 3.5996 | 0.2147 |
Largest Winning Trade | 87736 | 87736 | 36635 | 2160686 | 2160686 | 434036 |
Largest Losing Trade | -104095 | -38816 | -104095 | -5054329 | -158962 | -5054329 |
Avg Bars in Trades | 29 | 27 | 30 | 29 | 27 | 30 |
Avg Bars in Winners | 32 | 26 | 39 | 32 | 26 | 38 |
Avg Bars in Losers | 24 | 31 | 19 | 23 | 29 | 18 |
Bars Traded | 4827 | 2288 | 2539 | 4827 | 2288 | 2539 |
Profit Streak | 9.4754 | 117.9754 | 9.4754 | 0 | 0 | 0 |
Trades During Streak | 2 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151959 | -152022 | -473597 | -578339 | 435648 | -579660 |
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{ "first_band": { "type": "bbm", "factors": { "length": 185, "offset": 0, "std": 2.65186 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 121 } } }
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# | 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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