Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1712382.4423 | 1680695.4106 | 31687.0317 | 1029920.9537 | 846701.5161 | 183219.4376 |
Total P&L (%) | 1712.3824 | 1680.6954 | 31.687 | 1029.921 | 846.7015 | 183.2194 |
Avg Daily Profit (%) | 0.9431 | 0.9257 | 0.0175 | 0.1336 | 0.1239 | 0.0574 |
Buy And Hold Return (%) | 516.7954 | 516.7954 | 516.7954 | 516.7954 | 516.7954 | 516.7954 |
Max Trade Drawdown | -195037 | -192299 | -16774 | -3625610 | -3559314 | -435612 |
Profit Factor | 2.7043 | 2.9038 | 1.2599 | 1.0899 | 1.0843 | 1.1301 |
Total Trades | 325 | 162 | 163 | 325 | 162 | 163 |
Winning Trades | 143 | 57 | 86 | 143 | 57 | 86 |
Losing Trades | 182 | 105 | 77 | 182 | 105 | 77 |
Profitability (%) | 44 | 35.1852 | 52.7607 | 44 | 35.1852 | 52.7607 |
Ratio Avg Win / Avg Loss | 3.4419 | 5.3491 | 1.1281 | 1.3872 | 1.9974 | 1.0119 |
Largest Winning Trade | 1217426 | 1217426 | 7373 | 1111170 | 1111170 | 152935 |
Largest Losing Trade | -41403 | -41403 | -8490 | -866310 | -866310 | -215529 |
Avg Bars in Trades | 32 | 64 | 1 | 32 | 64 | 1 |
Avg Bars in Winners | 37 | 92 | 1 | 37 | 92 | 1 |
Avg Bars in Losers | 28 | 48 | 1 | 28 | 48 | 1 |
Bars Traded | 10682 | 10401 | 281 | 10682 | 10401 | 281 |
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 | 539399 | 376715 | -334541 | -143393 | -168688 | -358554 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 9, "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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