Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -210746.9057 | 22167.9612 | -232914.8668 | -115829.9209 | 1011617.7897 | -1127447.7106 |
Total P&L (%) | -210.7469 | 22.168 | -232.9149 | -115.8299 | 1011.6178 | -1127.4477 |
Avg Daily Profit (%) | -0.1323 | 0.0139 | -0.1462 | 0 | 0.1513 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -351865 | -214613 | -294338 | -2889000 | -1124477 | -1884101 |
Profit Factor | 0.8168 | 1.0443 | 0.642 | 0.9793 | 1.368 | 0.603 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 92 | 35 | 57 | 88 | 55 | 33 |
Losing Trades | 85 | 53 | 32 | 89 | 33 | 56 |
Profitability (%) | 51.9774 | 39.7727 | 64.0449 | 49.7175 | 62.5 | 37.0787 |
Ratio Avg Win / Avg Loss | 0.7547 | 1.5814 | 0.3604 | 0.9904 | 0.8208 | 1.0233 |
Largest Winning Trade | 121836 | 121836 | 28230 | 939331 | 939331 | 395232 |
Largest Losing Trade | -262131 | -63078 | -262131 | -561142 | -561142 | -511714 |
Avg Bars in Trades | 35 | 46 | 24 | 35 | 46 | 24 |
Avg Bars in Winners | 24 | 38 | 16 | 45 | 51 | 34 |
Avg Bars in Losers | 46 | 51 | 38 | 25 | 36 | 18 |
Bars Traded | 6222 | 4051 | 2171 | 6222 | 4051 | 2171 |
Profit Streak | 12.445 | 0 | 52.445 | 0 | 21.695 | 0 |
Trades During Streak | 1 | 0 | 4 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578978 | -354645 | -577243 | -579960 | 309001 | -584174 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 45, "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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