Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330865.5967 | 155507.072 | 175358.5247 | 815330.8666 | -305896.0195 | 1121226.8861 |
Total P&L (%) | 330.8656 | 155.5071 | 175.3585 | 815.3309 | -305.896 | 1121.2269 |
Avg Daily Profit (%) | 0.224 | 0.1053 | 0.1187 | 0.15 | 0 | 0.1696 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59103 | -73738 | -11590 | -1075031 | -1211905 | -137435 |
Profit Factor | 2.9823 | 2.1403 | 6.7442 | 1.426 | 0.8106 | 4.7516 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
Profitability (%) | 77.9661 | 75.8621 | 80 | 77.9661 | 75.8621 | 80 |
Ratio Avg Win / Avg Loss | 0.8428 | 0.681 | 1.686 | 0.403 | 0.2579 | 1.1879 |
Largest Winning Trade | 129447 | 129447 | 26251 | 366502 | 288450 | 366502 |
Largest Losing Trade | -49239 | -49239 | -10855 | -761976 | -761976 | -137435 |
Avg Bars in Trades | 38 | 55 | 22 | 38 | 55 | 22 |
Avg Bars in Winners | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Losers | 109 | 160 | 49 | 109 | 160 | 49 |
Bars Traded | 2299 | 1614 | 685 | 2299 | 1614 | 685 |
Profit Streak | 13.3113 | 28.8113 | 13.3113 | 13.3113 | 28.8113 | 13.3113 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164051 | -47294 | -21252 | -167998 | -576940 | 684114 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 29, "offset": 132 } } }
# | 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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