Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 194132.4951 | 59543.7897 | 134588.7054 | 199778.7125 | -96363.2393 | 296141.9517 |
Total P&L (%) | 194.1325 | 59.5438 | 134.5887 | 199.7787 | -96.3632 | 296.142 |
Avg Daily Profit (%) | 0.1747 | 0.0536 | 0.1211 | 0.0988 | -0.2978 | 0.1239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77650 | -57581 | -30081 | -392284 | -306338 | -172490 |
Profit Factor | 1.5524 | 1.2702 | 2.0269 | 1.159 | 0.8717 | 1.5856 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 116 | 62 | 54 | 116 | 62 | 54 |
Profitability (%) | 44.2308 | 40.3846 | 48.0769 | 44.2308 | 40.3846 | 48.0769 |
Ratio Avg Win / Avg Loss | 1.9574 | 1.875 | 2.1891 | 1.4613 | 1.2868 | 1.7124 |
Largest Winning Trade | 130014 | 130014 | 26193 | 156187 | 156187 | 113160 |
Largest Losing Trade | -17604 | -17604 | -15645 | -107979 | -84646 | -107979 |
Avg Bars in Trades | 31 | 38 | 23 | 31 | 38 | 23 |
Avg Bars in Winners | 42 | 51 | 35 | 42 | 51 | 35 |
Avg Bars in Losers | 21 | 30 | 11 | 21 | 30 | 11 |
Bars Traded | 6458 | 4042 | 2416 | 6458 | 4042 | 2416 |
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 | 323543 | -125068 | -28226 | -107854 | -583127 | -25350 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 182 } }, "second_band": { "type": "dcu", "factors": { "length": 64, "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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