Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394958.2187 | 411041.8284 | -16083.6098 | 131956.0781 | 627572.9852 | -495616.9071 |
Total P&L (%) | 394.9582 | 411.0418 | -16.0836 | 131.9561 | 627.573 | -495.6169 |
Avg Daily Profit (%) | 0.45 | 0.4683 | -0.0183 | 0.0959 | 0.2264 | 0 |
Buy And Hold Return (%) | 324.1795 | 324.1795 | 324.1795 | 324.1795 | 324.1795 | 324.1795 |
Max Trade Drawdown | -96796 | -57601 | -85179 | -654301 | -207968 | -623974 |
Profit Factor | 2.3589 | 4.9428 | 0.9137 | 1.096 | 2.5717 | 0.492 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Profitability (%) | 56.6667 | 60 | 53.3333 | 56.6667 | 60 | 53.3333 |
Ratio Avg Win / Avg Loss | 1.8039 | 3.2952 | 0.7995 | 0.8381 | 1.7145 | 0.4305 |
Largest Winning Trade | 308308 | 308308 | 47151 | 580284 | 580284 | 268289 |
Largest Losing Trade | -69724 | -38732 | -69724 | -575992 | -111411 | -575992 |
Avg Bars in Trades | 42 | 39 | 44 | 42 | 39 | 44 |
Avg Bars in Winners | 56 | 47 | 65 | 56 | 47 | 65 |
Avg Bars in Losers | 23 | 27 | 20 | 23 | 27 | 20 |
Bars Traded | 2524 | 1182 | 1342 | 2524 | 1182 | 1342 |
Profit Streak | 7.265 | 39.5983 | 7.265 | 7.265 | 39.5983 | 7.265 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -254570 | -61992 | -579246 | -518301 | 309867 | -579246 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 105 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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