Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264996.9783 | 296223.5288 | -31226.5505 | -14768.4583 | 107314.3426 | -122082.8008 |
Total P&L (%) | 264.997 | 296.2235 | -31.2266 | -14.7685 | 107.3143 | -122.0828 |
Avg Daily Profit (%) | 0.1877 | 0.2098 | -0.0221 | -0.0113 | 0.0516 | 0 |
Buy And Hold Return (%) | 62.6727 | 62.6727 | 62.6727 | 62.6727 | 62.6727 | 62.6727 |
Max Trade Drawdown | -139568 | -119211 | -139271 | -493963 | -386168 | -379254 |
Profit Factor | 1.2961 | 1.7038 | 0.9341 | 0.9933 | 1.1072 | 0.8985 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 53.2934 | 51.1905 | 55.4217 | 53.2934 | 51.1905 | 55.4217 |
Ratio Avg Win / Avg Loss | 1.1359 | 1.6246 | 0.7514 | 0.8705 | 1.0557 | 0.7227 |
Largest Winning Trade | 94303 | 94303 | 30557 | 116433 | 82378 | 116433 |
Largest Losing Trade | -58655 | -49715 | -58655 | -169111 | -145722 | -169111 |
Avg Bars in Trades | 24 | 28 | 20 | 24 | 28 | 20 |
Avg Bars in Winners | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Losers | 22 | 25 | 17 | 22 | 25 | 17 |
Bars Traded | 4063 | 2365 | 1697 | 4063 | 2365 | 1697 |
Profit Streak | 0 | 0 | 582.6447 | 0 | 0 | 582.6447 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 256898 | 340550 | -578795 | -579198 | -235271 | -578795 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "linreg", "factors": { "length": 108, "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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