Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519932.719 | 439413.4297 | 80519.2893 | 1387243.2544 | 986371.8627 | 400871.3917 |
Total P&L (%) | 519.9327 | 439.4134 | 80.5193 | 1387.2433 | 986.3719 | 400.8714 |
Avg Daily Profit (%) | 0.5882 | 0.4971 | 0.0911 | 0.3059 | 0.2702 | 0.1824 |
Buy And Hold Return (%) | 215.3446 | 215.3446 | 215.3446 | 215.3446 | 215.3446 | 215.3446 |
Max Trade Drawdown | -85917 | -68894 | -55167 | -398766 | -289873 | -172777 |
Profit Factor | 2.579 | 3.2655 | 1.5951 | 1.8037 | 1.9183 | 1.615 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 60 | 24 | 36 | 60 | 24 | 36 |
Losing Trades | 56 | 34 | 22 | 56 | 34 | 22 |
Profitability (%) | 51.7241 | 41.3793 | 62.069 | 51.7241 | 41.3793 | 62.069 |
Ratio Avg Win / Avg Loss | 2.4071 | 4.6261 | 0.9748 | 1.6835 | 2.7176 | 0.9869 |
Largest Winning Trade | 282141 | 282141 | 25152 | 521000 | 521000 | 175265 |
Largest Losing Trade | -19242 | -18175 | -19242 | -184956 | -184956 | -104831 |
Avg Bars in Trades | 88 | 102 | 75 | 88 | 102 | 75 |
Avg Bars in Winners | 118 | 164 | 87 | 118 | 164 | 87 |
Avg Bars in Losers | 57 | 58 | 55 | 57 | 58 | 55 |
Bars Traded | 10304 | 5928 | 4376 | 10304 | 5928 | 4376 |
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 | 456438 | -173623 | -415397 | 450849 | -172833 | -178552 |
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{ "first_band": { "type": "dcl", "factors": { "length": 19, "offset": 168 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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