Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 571656.4714 | 303996.0687 | 267660.4027 | 1963906.6643 | -111080.2354 | 2074986.8997 |
Total P&L (%) | 571.6565 | 303.9961 | 267.6604 | 1963.9067 | -111.0802 | 2074.9869 |
Avg Daily Profit (%) | 0.3167 | 0.1684 | 0.1483 | 0.1678 | 0 | 0.1707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85062 | -73288 | -54374 | -3193466 | -2903103 | -1687389 |
Profit Factor | 1.454 | 1.4767 | 1.4307 | 1.0815 | 0.9905 | 1.1672 |
Total Trades | 471 | 236 | 235 | 471 | 236 | 235 |
Winning Trades | 180 | 80 | 100 | 180 | 80 | 100 |
Losing Trades | 291 | 156 | 135 | 291 | 156 | 135 |
Profitability (%) | 38.2166 | 33.8983 | 42.5532 | 38.2166 | 33.8983 | 42.5532 |
Ratio Avg Win / Avg Loss | 2.3506 | 2.8795 | 1.9315 | 1.7485 | 1.9315 | 1.5758 |
Largest Winning Trade | 98557 | 98557 | 55082 | 1398839 | 1398839 | 1012104 |
Largest Losing Trade | -23567 | -21914 | -23567 | -781310 | -362587 | -781310 |
Avg Bars in Trades | 15 | 11 | 19 | 15 | 11 | 19 |
Avg Bars in Winners | 24 | 19 | 28 | 24 | 19 | 28 |
Avg Bars in Losers | 9 | 7 | 11 | 9 | 7 | 11 |
Bars Traded | 7158 | 2690 | 4468 | 7158 | 2690 | 4468 |
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 | 335798 | 155557 | 177632 | -123816 | -583304 | -29609 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 4, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 4, "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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