Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124294.79 | 73369.1326 | 50925.6574 | 72861.7174 | 22708.6184 | 50153.0989 |
Total P&L (%) | 124.2948 | 73.3691 | 50.9257 | 72.8617 | 22.7086 | 50.1531 |
Avg Daily Profit (%) | 0.2431 | 0.1435 | 0.0996 | 0.1071 | 0.04 | 0.0795 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87434 | -76454 | -22928 | -88728 | -72426 | -24510 |
Profit Factor | 1.2724 | 1.2376 | 1.3453 | 1.1543 | 1.0714 | 1.3258 |
Total Trades | 341 | 170 | 171 | 341 | 170 | 171 |
Winning Trades | 178 | 95 | 83 | 178 | 95 | 83 |
Losing Trades | 163 | 75 | 88 | 163 | 75 | 88 |
Profitability (%) | 52.1994 | 55.8824 | 48.538 | 52.1994 | 55.8824 | 48.538 |
Ratio Avg Win / Avg Loss | 1.1652 | 0.9771 | 1.4264 | 1.057 | 0.8458 | 1.4057 |
Largest Winning Trade | 42739 | 42739 | 23857 | 29238 | 29238 | 21729 |
Largest Losing Trade | -35075 | -35075 | -12932 | -58447 | -58447 | -13157 |
Avg Bars in Trades | 70 | 109 | 32 | 70 | 109 | 32 |
Avg Bars in Winners | 70 | 93 | 44 | 70 | 93 | 44 |
Avg Bars in Losers | 71 | 131 | 20 | 71 | 131 | 20 |
Bars Traded | 24174 | 18686 | 5488 | 24174 | 18686 | 5488 |
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 | 337455 | -2949 | -61747 | -99321 | -287714 | -88675 |
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{ "first_band": { "type": "dcl", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 187 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 187 } } }
# | 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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