Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 931260.0359 | 962420.4912 | -31160.4553 | 22839.7913 | 131998.8751 | -109159.0837 |
Total P&L (%) | 931.26 | 962.4205 | -31.1605 | 22.8398 | 131.9989 | -109.1591 |
Avg Daily Profit (%) | 0.5063 | 0.5232 | -0.0169 | 0.0112 | 0.0458 | 0 |
Buy And Hold Return (%) | 97.8645 | 97.8645 | 97.8645 | 97.8645 | 97.8645 | 97.8645 |
Max Trade Drawdown | -160403 | -139798 | -65721 | -675428 | -598572 | -214413 |
Profit Factor | 1.9691 | 2.663 | 0.9185 | 1.0096 | 1.0857 | 0.8716 |
Total Trades | 272 | 136 | 136 | 272 | 136 | 136 |
Winning Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Losing Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Profitability (%) | 42.2794 | 42.6471 | 41.9118 | 42.2794 | 42.6471 | 41.9118 |
Ratio Avg Win / Avg Loss | 2.6883 | 3.5813 | 1.273 | 1.3783 | 1.4601 | 1.208 |
Largest Winning Trade | 934866 | 934866 | 28751 | 675757 | 675757 | 101697 |
Largest Losing Trade | -42939 | -42939 | -25691 | -184590 | -184590 | -74700 |
Avg Bars in Trades | 40 | 66 | 14 | 40 | 66 | 14 |
Avg Bars in Winners | 57 | 98 | 16 | 57 | 98 | 16 |
Avg Bars in Losers | 27 | 41 | 12 | 27 | 41 | 12 |
Bars Traded | 10911 | 8993 | 1918 | 10911 | 8993 | 1918 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461391 | 461763 | -582172 | -555269 | -318371 | -582172 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 103 } }, "second_band": { "type": "dcu", "factors": { "length": 75, "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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