Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 563166.1358 | 663604.9417 | -100438.8058 | -71033.8163 | 464942.4496 | -535976.2658 |
Total P&L (%) | 563.1661 | 663.6049 | -100.4388 | -71.0338 | 464.9425 | -535.9763 |
Avg Daily Profit (%) | 0.3026 | 0.3566 | -0.054 | -0.0666 | 0.0931 | 0 |
Buy And Hold Return (%) | 83.3878 | 83.3878 | 83.3878 | 83.3878 | 83.3878 | 83.3878 |
Max Trade Drawdown | -202611 | -180434 | -188025 | -1105371 | -729639 | -582549 |
Profit Factor | 1.3248 | 1.6621 | 0.8627 | 0.982 | 1.1984 | 0.6665 |
Total Trades | 377 | 188 | 189 | 377 | 188 | 189 |
Winning Trades | 162 | 71 | 91 | 162 | 71 | 91 |
Losing Trades | 215 | 117 | 98 | 215 | 117 | 98 |
Profitability (%) | 42.9708 | 37.766 | 48.1481 | 42.9708 | 37.766 | 48.1481 |
Ratio Avg Win / Avg Loss | 1.7582 | 2.7389 | 0.9291 | 1.3033 | 1.9748 | 0.7178 |
Largest Winning Trade | 330016 | 330016 | 41025 | 649532 | 649532 | 107754 |
Largest Losing Trade | -42784 | -33522 | -42784 | -227610 | -227610 | -165419 |
Avg Bars in Trades | 9 | 15 | 3 | 9 | 15 | 3 |
Avg Bars in Winners | 12 | 22 | 3 | 12 | 22 | 3 |
Avg Bars in Losers | 7 | 11 | 3 | 7 | 11 | 3 |
Bars Traded | 3679 | 2980 | 699 | 3679 | 2980 | 699 |
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 | 346034 | 305034 | -580786 | -579596 | -74897 | -580786 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 6, "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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