Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199638.9207 | 250774.6308 | -51135.7101 | -69904.7162 | 432618.0044 | -502522.7206 |
Total P&L (%) | 199.6389 | 250.7746 | -51.1357 | -69.9047 | 432.618 | -502.5227 |
Avg Daily Profit (%) | 0.1632 | 0.205 | -0.0418 | -0.0981 | 0.1368 | 0 |
Buy And Hold Return (%) | 59.2276 | 59.2276 | 59.2276 | 59.2276 | 59.2276 | 59.2276 |
Max Trade Drawdown | -220139 | -128746 | -150189 | -735203 | -179778 | -631040 |
Profit Factor | 1.2697 | 1.6134 | 0.8457 | 0.951 | 1.7745 | 0.4205 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 132 | 62 | 70 | 132 | 62 | 70 |
Losing Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Profitability (%) | 52.1739 | 49.2063 | 55.1181 | 52.1739 | 49.2063 | 55.1181 |
Ratio Avg Win / Avg Loss | 1.1639 | 1.6655 | 0.6886 | 0.8717 | 1.8317 | 0.3424 |
Largest Winning Trade | 240897 | 240897 | 21819 | 313509 | 313509 | 65098 |
Largest Losing Trade | -67548 | -46588 | -67548 | -494022 | -130426 | -494022 |
Avg Bars in Trades | 55 | 90 | 21 | 55 | 90 | 21 |
Avg Bars in Winners | 39 | 59 | 21 | 39 | 59 | 21 |
Avg Bars in Losers | 73 | 119 | 22 | 73 | 119 | 22 |
Bars Traded | 14092 | 11358 | 2734 | 14092 | 11358 | 2734 |
Profit Streak | 18.0056 | 18.5056 | 18.0056 | 18.0056 | 18.5056 | 18.0056 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 255438 | 314549 | -579489 | -578106 | -6992 | -579489 |
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{ "first_band": { "type": "dcl", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 225 } } }
# | 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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