Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1411893.3639 | 1358609.3983 | 53283.9656 | 2189147.6869 | 2501874.5716 | -312726.8848 |
Total P&L (%) | 1411.8934 | 1358.6094 | 53.284 | 2189.1477 | 2501.8746 | -312.7269 |
Avg Daily Profit (%) | 0.7788 | 0.7494 | 0.0294 | 0.1728 | 0.1799 | 0 |
Buy And Hold Return (%) | 499.5743 | 499.5743 | 499.5743 | 499.5743 | 499.5743 | 499.5743 |
Max Trade Drawdown | -102630 | -87257 | -57773 | -2654689 | -2213151 | -1269556 |
Profit Factor | 3.4159 | 5.0142 | 1.2166 | 1.1729 | 1.3282 | 0.9379 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 50.4587 | 50 | 50.9091 | 50.4587 | 50 | 50.9091 |
Ratio Avg Win / Avg Loss | 3.3538 | 5.0142 | 1.1732 | 1.1516 | 1.3282 | 0.9044 |
Largest Winning Trade | 771261 | 771261 | 76018 | 3465150 | 3465150 | 1031418 |
Largest Losing Trade | -35019 | -35019 | -33749 | -1091481 | -1091481 | -1043993 |
Avg Bars in Trades | 94 | 130 | 59 | 94 | 130 | 59 |
Avg Bars in Winners | 115 | 153 | 78 | 115 | 153 | 78 |
Avg Bars in Losers | 73 | 107 | 39 | 73 | 107 | 39 |
Bars Traded | 10313 | 7053 | 3260 | 10313 | 7053 | 3260 |
Profit Streak | 59.8828 | 79.5495 | 59.8828 | 59.8828 | 79.5495 | 59.8828 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 632795 | -162319 | -499200 | -23092 | -172703 | -760155 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 177 } }, "second_band": { "type": "dcu", "factors": { "length": 86, "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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