Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 655854.85 | 758529.3298 | -102674.4798 | 25410.5554 | 5034919.4379 | -5009508.8825 |
Total P&L (%) | 655.8549 | 758.5293 | -102.6745 | 25.4106 | 5034.9194 | -5009.5089 |
Avg Daily Profit (%) | 0.2946 | 0.3408 | -0.0461 | 0.0102 | 0.1771 | 0 |
Buy And Hold Return (%) | 557.6304 | 557.6304 | 557.6304 | 557.6304 | 557.6304 | 557.6304 |
Max Trade Drawdown | -278044 | -153609 | -223929 | -8435609 | -3689357 | -5244423 |
Profit Factor | 1.5367 | 2.6629 | 0.8659 | 1.0015 | 1.7527 | 0.5228 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 150 | 74 | 76 | 150 | 74 | 76 |
Profitability (%) | 39.5161 | 40.3226 | 38.7097 | 39.5161 | 40.3226 | 38.7097 |
Ratio Avg Win / Avg Loss | 2.3521 | 3.941 | 1.3711 | 1.5329 | 2.5939 | 0.8278 |
Largest Winning Trade | 360517 | 360517 | 48214 | 6675836 | 6675836 | 1820695 |
Largest Losing Trade | -64088 | -23664 | -64088 | -1752865 | -1132733 | -1752865 |
Avg Bars in Trades | 52 | 33 | 72 | 52 | 33 | 72 |
Avg Bars in Winners | 85 | 50 | 121 | 85 | 50 | 121 |
Avg Bars in Losers | 31 | 22 | 40 | 31 | 22 | 40 |
Bars Traded | 13125 | 4191 | 8934 | 13125 | 4191 | 8934 |
Profit Streak | 0 | 54.6835 | 0 | 0 | 54.6835 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102268 | -41956 | -583726 | -565591 | 308917 | -585393 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 64 } }, "second_band": { "type": "dcl", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 64 } }, "second_band": { "type": "dcl", "factors": { "length": 26, "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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