Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 87014.327 | 324614.6257 | -237600.2987 | 7491849.9234 | 2581502.0439 | 4910347.8794 |
Total P&L (%) | 87.0143 | 324.6146 | -237.6003 | 7491.8499 | 2581.502 | 4910.3479 |
Avg Daily Profit (%) | 0.0348 | 0.1298 | -0.095 | 0.1733 | 0.1316 | 0.1567 |
Buy And Hold Return (%) | 902.4799 | 902.4799 | 902.4799 | 902.4799 | 902.4799 | 902.4799 |
Max Trade Drawdown | -305006 | -48486 | -324721 | -1670259 | -775000 | -1523129 |
Profit Factor | 1.1067 | 3.024 | 0.6372 | 2.8358 | 3.1202 | 2.7149 |
Total Trades | 204 | 102 | 102 | 204 | 102 | 102 |
Winning Trades | 163 | 83 | 80 | 89 | 46 | 43 |
Losing Trades | 41 | 19 | 22 | 115 | 56 | 59 |
Profitability (%) | 79.902 | 81.3725 | 78.4314 | 43.6275 | 45.098 | 42.1569 |
Ratio Avg Win / Avg Loss | 0.2784 | 0.6922 | 0.1752 | 3.6643 | 3.7985 | 3.7251 |
Largest Winning Trade | 68455 | 68455 | 22863 | 4539263 | 823732 | 4539263 |
Largest Losing Trade | -305006 | -48486 | -305006 | -1486843 | -266221 | -1486843 |
Avg Bars in Trades | 23 | 25 | 20 | 23 | 25 | 20 |
Avg Bars in Winners | 13 | 15 | 12 | 28 | 31 | 24 |
Avg Bars in Losers | 59 | 69 | 50 | 18 | 19 | 18 |
Bars Traded | 4706 | 2573 | 2133 | 4706 | 2573 | 2133 |
Profit Streak | 12.3116 | 219.8116 | 0 | 12.3116 | 219.8116 | 0 |
Trades During Streak | 1 | 10 | 0 | 1 | 10 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -411134 | -176667 | -576819 | 457516 | -14552 | 315110 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 150, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 150, "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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