Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 116907.3507 | 56795.5188 | 60111.8319 | 193560.0078 | 68136.4763 | 125423.5315 |
Total P&L (%) | 116.9074 | 56.7955 | 60.1118 | 193.56 | 68.1365 | 125.4235 |
Avg Daily Profit (%) | 0.2547 | 0.1237 | 0.1309 | 0.2349 | 0.1132 | 0.1772 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -21516 | -14379 | -20581 | -47813 | -47813 | -30622 |
Profit Factor | 1.7638 | 1.7647 | 1.7629 | 1.7606 | 1.4871 | 2.0944 |
Total Trades | 466 | 233 | 233 | 466 | 233 | 233 |
Winning Trades | 361 | 181 | 180 | 361 | 181 | 180 |
Losing Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Profitability (%) | 77.4678 | 77.6824 | 77.2532 | 77.4678 | 77.6824 | 77.2532 |
Ratio Avg Win / Avg Loss | 0.513 | 0.507 | 0.5191 | 0.5121 | 0.4272 | 0.6167 |
Largest Winning Trade | 10667 | 4249 | 10667 | 32050 | 7576 | 32050 |
Largest Losing Trade | -20029 | -14379 | -20029 | -47813 | -47813 | -29873 |
Avg Bars in Trades | 22 | 19 | 25 | 22 | 19 | 25 |
Avg Bars in Winners | 12 | 10 | 13 | 12 | 10 | 13 |
Avg Bars in Losers | 59 | 51 | 68 | 59 | 51 | 68 |
Bars Traded | 10658 | 4645 | 6013 | 10658 | 4645 | 6013 |
Profit Streak | 607.0042 | 0 | 616.4209 | 607.0042 | 0 | 616.4209 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 530893 | -24120 | -13255 | 524579 | -38607 | 492833 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 165, "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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