Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172403.6496 | -12841.862 | 185245.5116 | 84635.9634 | -62614.015 | 147249.9784 |
Total P&L (%) | 172.4037 | -12.8419 | 185.2455 | 84.636 | -62.614 | 147.25 |
Avg Daily Profit (%) | 0.1662 | -0.0124 | 0.1786 | 0.0591 | -0.0948 | 0.0873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70540 | -97707 | -30624 | -122998 | -148243 | -46420 |
Profit Factor | 1.6326 | 0.9403 | 4.2244 | 1.2422 | 0.7705 | 2.9197 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 82.6446 | 81.9672 | 83.3333 | 82.6446 | 81.9672 | 83.3333 |
Ratio Avg Win / Avg Loss | 0.3428 | 0.2069 | 0.8449 | 0.2609 | 0.1695 | 0.5839 |
Largest Winning Trade | 22734 | 12699 | 22734 | 15243 | 14941 | 15243 |
Largest Losing Trade | -66910 | -66910 | -25885 | -96972 | -96972 | -40547 |
Avg Bars in Trades | 31 | 47 | 15 | 31 | 47 | 15 |
Avg Bars in Winners | 12 | 14 | 11 | 12 | 14 | 11 |
Avg Bars in Losers | 122 | 198 | 39 | 122 | 198 | 39 |
Bars Traded | 3861 | 2907 | 954 | 3861 | 2907 | 954 |
Profit Streak | 15.7442 | 15.9942 | 15.7442 | 15.7442 | 15.9942 | 15.7442 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503272 | -736894 | -151733 | -109577 | -736894 | -237242 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "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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