Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155236.4307 | 1171959.8107 | -16723.38 | 119143.7278 | 100566.587 | 18577.1408 |
Total P&L (%) | 1155.2364 | 1171.9598 | -16.7234 | 119.1437 | 100.5666 | 18.5771 |
Avg Daily Profit (%) | 0.6139 | 0.6228 | -0.0089 | 0.0417 | 0.037 | 0.0091 |
Buy And Hold Return (%) | 229.1168 | 229.1168 | 229.1168 | 229.1168 | 229.1168 | 229.1168 |
Max Trade Drawdown | -202152 | -199371 | -64812 | -4824949 | -4123089 | -1149819 |
Profit Factor | 2.0143 | 2.5507 | 0.9564 | 1.0104 | 1.0133 | 1.0048 |
Total Trades | 395 | 197 | 198 | 395 | 197 | 198 |
Winning Trades | 186 | 80 | 106 | 186 | 80 | 106 |
Losing Trades | 209 | 117 | 92 | 209 | 117 | 92 |
Profitability (%) | 47.0886 | 40.6091 | 53.5354 | 47.0886 | 40.6091 | 53.5354 |
Ratio Avg Win / Avg Loss | 2.2634 | 3.7304 | 0.83 | 1.1353 | 1.482 | 0.8721 |
Largest Winning Trade | 866285 | 866285 | 20792 | 2971160 | 2971160 | 512113 |
Largest Losing Trade | -33225 | -33225 | -27498 | -836241 | -836241 | -592227 |
Avg Bars in Trades | 28 | 49 | 7 | 28 | 49 | 7 |
Avg Bars in Winners | 29 | 57 | 7 | 29 | 57 | 7 |
Avg Bars in Losers | 27 | 43 | 7 | 27 | 43 | 7 |
Bars Traded | 11177 | 9684 | 1493 | 11177 | 9684 | 1493 |
Profit Streak | 0 | 3.1668 | 0 | 0 | 3.1668 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 551115 | 399280 | -579560 | -510855 | -519309 | -562246 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 85 } }, "second_band": { "type": "dcu", "factors": { "length": 74, "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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