Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627347.2631 | 526938.8249 | 100408.4382 | 201086.1666 | 199886.0498 | 1200.1168 |
Total P&L (%) | 627.3473 | 526.9388 | 100.4084 | 201.0862 | 199.8861 | 1.2001 |
Avg Daily Profit (%) | 0.3329 | 0.2796 | 0.0533 | 0.0585 | 0.0583 | 0.0006 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187997 | -166499 | -67901 | -638294 | -600513 | -135577 |
Profit Factor | 1.6942 | 1.9277 | 1.2991 | 1.101 | 1.1526 | 1.0018 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Losing Trades | 100 | 49 | 51 | 100 | 49 | 51 |
Profitability (%) | 53.4884 | 54.6296 | 52.3364 | 53.4884 | 54.6296 | 52.3364 |
Ratio Avg Win / Avg Loss | 1.4732 | 1.601 | 1.1831 | 0.9574 | 0.9572 | 0.9123 |
Largest Winning Trade | 318569 | 318569 | 45833 | 303921 | 303921 | 81957 |
Largest Losing Trade | -52790 | -52790 | -38553 | -285547 | -285547 | -77503 |
Avg Bars in Trades | 25 | 40 | 11 | 25 | 40 | 11 |
Avg Bars in Winners | 32 | 50 | 14 | 32 | 50 | 14 |
Avg Bars in Losers | 18 | 28 | 8 | 18 | 28 | 8 |
Bars Traded | 5555 | 4336 | 1219 | 5555 | 4336 | 1219 |
Profit Streak | 26.2949 | 26.2949 | 29.9616 | 26.2949 | 26.2949 | 29.9616 |
Trades During Streak | 8 | 4 | 5 | 8 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532167 | 511749 | -119832 | -222326 | -167587 | -576144 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 86 } }, "second_band": { "type": "dcu", "factors": { "length": 62, "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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