Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1603515.9676 | 1504366.2431 | 99149.7245 | 69002745.8437 | 64568327.4822 | 4434418.3615 |
Total P&L (%) | 1603.516 | 1504.3662 | 99.1497 | 69002.7458 | 64568.3275 | 4434.4184 |
Avg Daily Profit (%) | 0.7063 | 0.6626 | 0.0437 | 0.2884 | 0.2855 | 0.1681 |
Buy And Hold Return (%) | 8122.4276 | 8122.4276 | 8122.4276 | 8122.4276 | 8122.4276 | 8122.4276 |
Max Trade Drawdown | -131539 | -144184 | -71075 | -42284305 | -46983136 | -45873448 |
Profit Factor | 2.5196 | 3.0875 | 1.2964 | 1.2193 | 1.3138 | 1.0407 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 171 | 80 | 91 | 171 | 80 | 91 |
Losing Trades | 132 | 71 | 61 | 132 | 71 | 61 |
Profitability (%) | 56.4356 | 52.9801 | 59.8684 | 56.4356 | 52.9801 | 59.8684 |
Ratio Avg Win / Avg Loss | 1.945 | 2.7402 | 0.869 | 0.9412 | 1.166 | 0.6976 |
Largest Winning Trade | 568119 | 568119 | 36089 | 26591194 | 26591194 | 10032869 |
Largest Losing Trade | -53864 | -53864 | -27132 | -22612315 | -22612315 | -17102492 |
Avg Bars in Trades | 22 | 40 | 4 | 22 | 40 | 4 |
Avg Bars in Winners | 15 | 29 | 4 | 15 | 29 | 4 |
Avg Bars in Losers | 30 | 53 | 4 | 30 | 53 | 4 |
Bars Traded | 6749 | 6107 | 642 | 6749 | 6107 | 642 |
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 | -145913 | -147265 | -300161 | 338900 | 344107 | -333619 |
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{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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