Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87004.3367 | 310902.9165 | -223898.5798 | 4777910.1778 | 1813545.3922 | 2964364.7857 |
Total P&L (%) | 87.0043 | 310.9029 | -223.8986 | 4777.9102 | 1813.5454 | 2964.3648 |
Avg Daily Profit (%) | 0.0348 | 0.1243 | -0.0895 | 0.1555 | 0.1181 | 0.1369 |
Buy And Hold Return (%) | 774.9198 | 774.9198 | 774.9198 | 774.9198 | 774.9198 | 774.9198 |
Max Trade Drawdown | -300664 | -64272 | -325362 | -1546956 | -547649 | -1546956 |
Profit Factor | 1.1187 | 3.3428 | 0.6269 | 2.1594 | 2.7574 | 1.9596 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 148 | 76 | 72 | 96 | 47 | 49 |
Losing Trades | 40 | 18 | 22 | 92 | 47 | 45 |
Profitability (%) | 78.7234 | 80.8511 | 76.5957 | 51.0638 | 50 | 52.1277 |
Ratio Avg Win / Avg Loss | 0.3024 | 0.7917 | 0.1915 | 2.0694 | 2.7574 | 1.7996 |
Largest Winning Trade | 71149 | 71149 | 23771 | 3557154 | 805151 | 3557154 |
Largest Losing Trade | -300664 | -50697 | -300664 | -1546956 | -203894 | -1546956 |
Avg Bars in Trades | 24 | 28 | 21 | 24 | 28 | 21 |
Avg Bars in Winners | 14 | 14 | 14 | 26 | 32 | 20 |
Avg Bars in Losers | 63 | 86 | 44 | 23 | 24 | 22 |
Bars Traded | 4688 | 2675 | 2013 | 4688 | 2675 | 2013 |
Profit Streak | 22.7262 | 90.2262 | 0 | 22.7262 | 90.2262 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -398261 | -183626 | -577078 | 473636 | -32955 | -8249 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 199, "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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