Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 307919.2924 | 210782.1631 | 97137.1293 | 377578.89 | 199051.6931 | 178527.1969 |
Total P&L (%) | 307.9193 | 210.7822 | 97.1371 | 377.5789 | 199.0517 | 178.5272 |
Avg Daily Profit (%) | 0.2494 | 0.1707 | 0.0787 | 0.1267 | 0.0888 | 0.083 |
Buy And Hold Return (%) | 66.2941 | 66.2941 | 66.2941 | 66.2941 | 66.2941 | 66.2941 |
Max Trade Drawdown | -59867 | -53639 | -59867 | -256850 | -260815 | -129530 |
Profit Factor | 1.7721 | 2.3895 | 1.3931 | 1.5045 | 1.5327 | 1.4763 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 123 | 60 | 63 | 123 | 60 | 63 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 83.6735 | 82.1918 | 85.1351 | 83.6735 | 82.1918 | 85.1351 |
Ratio Avg Win / Avg Loss | 0.3458 | 0.5177 | 0.2432 | 0.2936 | 0.3321 | 0.2578 |
Largest Winning Trade | 19024 | 16584 | 19024 | 58378 | 58378 | 47444 |
Largest Losing Trade | -64970 | -52822 | -64970 | -256850 | -256850 | -83616 |
Avg Bars in Trades | 31 | 39 | 23 | 31 | 39 | 23 |
Avg Bars in Winners | 12 | 15 | 9 | 12 | 15 | 9 |
Avg Bars in Losers | 129 | 151 | 104 | 129 | 151 | 104 |
Bars Traded | 4659 | 2886 | 1773 | 4659 | 2886 | 1773 |
Profit Streak | 11.3201 | 72.8201 | 11.3201 | 11.3201 | 72.8201 | 11.3201 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484695 | -59859 | -168365 | -18541 | -143762 | -144437 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 245, "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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