Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 196623.1645 | 331767.8023 | -135144.6379 | -82287.2726 | 104980.4896 | -187267.7622 |
Total P&L (%) | 196.6232 | 331.7678 | -135.1446 | -82.2873 | 104.9805 | -187.2678 |
Avg Daily Profit (%) | 0.1215 | 0.205 | -0.0835 | -0.1069 | 0.0444 | 0 |
Buy And Hold Return (%) | 22.6351 | 22.6351 | 22.6351 | 22.6351 | 22.6351 | 22.6351 |
Max Trade Drawdown | -185862 | -205124 | -174913 | -256423 | -209760 | -226703 |
Profit Factor | 1.175 | 1.4564 | 0.6595 | 0.9254 | 1.1533 | 0.5514 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 162 | 85 | 77 | 162 | 85 | 77 |
Losing Trades | 155 | 73 | 82 | 155 | 73 | 82 |
Profitability (%) | 51.1041 | 53.7975 | 48.4277 | 51.1041 | 53.7975 | 48.4277 |
Ratio Avg Win / Avg Loss | 1.1242 | 1.2508 | 0.7023 | 0.8854 | 0.9904 | 0.5872 |
Largest Winning Trade | 93711 | 93711 | 18943 | 74090 | 74090 | 42118 |
Largest Losing Trade | -80797 | -80797 | -38879 | -172346 | -172346 | -52216 |
Avg Bars in Trades | 59 | 111 | 7 | 59 | 111 | 7 |
Avg Bars in Winners | 44 | 78 | 7 | 44 | 78 | 7 |
Avg Bars in Losers | 74 | 149 | 7 | 74 | 149 | 7 |
Bars Traded | 18852 | 17630 | 1222 | 18852 | 17630 | 1222 |
Profit Streak | 495.0459 | 0 | 495.1293 | 495.0459 | 0 | 495.1293 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56465 | 340863 | -580249 | -578392 | -188148 | -580249 |
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{ "first_band": { "type": "dcl", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 60 } } }
# | 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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