Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106354.4631 | 338846.1986 | -232491.7355 | 8738348.5349 | 3203394.6822 | 5534953.8527 |
Total P&L (%) | 106.3545 | 338.8462 | -232.4917 | 8738.3485 | 3203.3947 | 5534.9539 |
Avg Daily Profit (%) | 0.0425 | 0.1355 | -0.093 | 0.1794 | 0.14 | 0.1614 |
Buy And Hold Return (%) | 827.8782 | 827.8782 | 827.8782 | 827.8782 | 827.8782 | 827.8782 |
Max Trade Drawdown | -305006 | -51195 | -320917 | -2480642 | -965056 | -2509682 |
Profit Factor | 1.1291 | 3.1166 | 0.6497 | 2.5143 | 3.0113 | 2.3248 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 171 | 88 | 83 | 93 | 47 | 46 |
Losing Trades | 40 | 17 | 23 | 118 | 58 | 60 |
Profitability (%) | 81.0427 | 83.8095 | 78.3019 | 44.0758 | 44.7619 | 43.3962 |
Ratio Avg Win / Avg Loss | 0.2641 | 0.6021 | 0.18 | 3.1902 | 3.7161 | 3.0324 |
Largest Winning Trade | 68455 | 68455 | 22863 | 5585467 | 1036065 | 5585467 |
Largest Losing Trade | -305006 | -51195 | -305006 | -1870105 | -331292 | -1870105 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 13 | 14 | 12 | 27 | 31 | 23 |
Avg Bars in Losers | 61 | 77 | 50 | 18 | 19 | 17 |
Bars Traded | 4735 | 2575 | 2160 | 4735 | 2575 | 2160 |
Profit Streak | 0 | 17.5359 | 0 | 0 | 17.5359 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -376670 | -169617 | -576825 | 422380 | -3814 | 337060 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 148, "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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