Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 376247.2031 | 337227.4555 | 39019.7476 | -24598.148 | 552810.4757 | -577408.6237 |
Total P&L (%) | 376.2472 | 337.2275 | 39.0197 | -24.5981 | 552.8105 | -577.4086 |
Avg Daily Profit (%) | 0.174 | 0.156 | 0.0181 | -0.0131 | 0.0868 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189459 | -166130 | -87849 | -1444646 | -607993 | -889074 |
Profit Factor | 1.554 | 1.9104 | 1.1264 | 0.9918 | 1.394 | 0.6406 |
Total Trades | 156 | 78 | 78 | 156 | 78 | 78 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 84 | 46 | 38 | 84 | 46 | 38 |
Profitability (%) | 46.1538 | 41.0256 | 51.2821 | 46.1538 | 41.0256 | 51.2821 |
Ratio Avg Win / Avg Loss | 1.813 | 2.7462 | 1.0701 | 1.1571 | 2.0039 | 0.6085 |
Largest Winning Trade | 354336 | 354336 | 40002 | 908089 | 908089 | 194059 |
Largest Losing Trade | -43920 | -43920 | -41354 | -366222 | -291156 | -366222 |
Avg Bars in Trades | 53 | 65 | 41 | 53 | 65 | 41 |
Avg Bars in Winners | 73 | 94 | 56 | 73 | 94 | 56 |
Avg Bars in Losers | 36 | 45 | 25 | 36 | 45 | 25 |
Bars Traded | 8321 | 5091 | 3230 | 8321 | 5091 | 3230 |
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 | 340849 | -27075 | -286847 | -579789 | -112801 | -615069 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 229 } }, "second_band": { "type": "dcu", "factors": { "length": 58, "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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