Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362903.1208 | 280431.3432 | 82471.7776 | 29454.8582 | 202799.7013 | -173344.843 |
Total P&L (%) | 362.9031 | 280.4313 | 82.4718 | 29.4549 | 202.7997 | -173.3448 |
Avg Daily Profit (%) | 0.1908 | 0.1474 | 0.0434 | 0.0136 | 0.0583 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -242165 | -188949 | -101998 | -911456 | -626737 | -412026 |
Profit Factor | 1.5324 | 1.7335 | 1.2756 | 1.0146 | 1.1927 | 0.8208 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 46 | 18 | 28 | 46 | 18 | 28 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 45.5446 | 35.2941 | 56 | 45.5446 | 35.2941 | 56 |
Ratio Avg Win / Avg Loss | 1.8322 | 3.178 | 1.0022 | 1.2131 | 2.1865 | 0.6449 |
Largest Winning Trade | 214269 | 214269 | 48061 | 442480 | 442480 | 311913 |
Largest Losing Trade | -39514 | -34989 | -39514 | -209542 | -193969 | -209542 |
Avg Bars in Trades | 73 | 90 | 55 | 73 | 90 | 55 |
Avg Bars in Winners | 105 | 156 | 73 | 105 | 156 | 73 |
Avg Bars in Losers | 45 | 53 | 33 | 45 | 53 | 33 |
Bars Traded | 7386 | 4591 | 2795 | 7386 | 4591 | 2795 |
Profit Streak | 0 | 0 | 596.7753 | 0 | 0 | 596.7753 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312981 | -178708 | -313751 | -383818 | -308390 | -759472 |
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 108 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 31, "offset": 108 } }, "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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