Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3768227.2592 | 3632750.3361 | 135476.9231 | 1207727.2291 | -7999444.64 | 9207171.8691 |
Total P&L (%) | 3768.2273 | 3632.7503 | 135.4769 | 1207.7272 | -7999.4446 | 9207.1719 |
Avg Daily Profit (%) | 1.6322 | 1.5735 | 0.0587 | 0.1114 | 0 | 0.1966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -222881 | -146487 | -112332 | -20131092 | -18861589 | -5347379 |
Profit Factor | 5.4315 | 7.0248 | 1.5477 | 1.0278 | 0.7538 | 1.8356 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 47.8571 | 41.4286 | 54.2857 | 47.8571 | 41.4286 | 54.2857 |
Ratio Avg Win / Avg Loss | 5.9179 | 9.9317 | 1.3033 | 1.1198 | 1.0657 | 1.5457 |
Largest Winning Trade | 3463425 | 3463425 | 57188 | 7031837 | 7031837 | 4719849 |
Largest Losing Trade | -62776 | -62776 | -22199 | -5050405 | -5050405 | -1309864 |
Avg Bars in Trades | 47 | 84 | 10 | 47 | 84 | 10 |
Avg Bars in Winners | 53 | 107 | 12 | 53 | 107 | 12 |
Avg Bars in Losers | 42 | 68 | 8 | 42 | 68 | 8 |
Bars Traded | 6702 | 5937 | 765 | 6702 | 5937 | 765 |
Profit Streak | 33.4601 | 0 | 74.4601 | 33.4601 | 0 | 74.4601 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 794817 | -75425 | -205755 | -233746 | -676902 | -81297 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 91 } }, "second_band": { "type": "dcu", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 91 } }, "second_band": { "type": "dcu", "factors": { "length": 93, "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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