Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1968080.0924 | 1861947.8842 | 106132.2082 | 38643812.9802 | 30643102.1215 | 8000710.8587 |
Total P&L (%) | 1968.0801 | 1861.9479 | 106.1322 | 38643.813 | 30643.1021 | 8000.7109 |
Avg Daily Profit (%) | 1.0476 | 0.9911 | 0.0565 | 0.3177 | 0.3054 | 0.2342 |
Buy And Hold Return (%) | 6770.8059 | 6770.8059 | 6770.8059 | 6770.8059 | 6770.8059 | 6770.8059 |
Max Trade Drawdown | -141946 | -111560 | -102522 | -14858754 | -16326454 | -6784181 |
Profit Factor | 3.6698 | 5.4791 | 1.3301 | 1.6323 | 1.8599 | 1.3139 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 119 | 62 | 57 | 119 | 62 | 57 |
Profitability (%) | 51.8219 | 49.5935 | 54.0323 | 51.8219 | 49.5935 | 54.0323 |
Ratio Avg Win / Avg Loss | 3.4117 | 5.5689 | 1.1316 | 1.5175 | 1.8904 | 1.1178 |
Largest Winning Trade | 789872 | 789872 | 37471 | 12268715 | 12268715 | 4197681 |
Largest Losing Trade | -58575 | -58575 | -58012 | -11179274 | -11179274 | -5128777 |
Avg Bars in Trades | 42 | 69 | 14 | 42 | 69 | 14 |
Avg Bars in Winners | 59 | 106 | 16 | 59 | 106 | 16 |
Avg Bars in Losers | 23 | 34 | 12 | 23 | 34 | 12 |
Bars Traded | 10411 | 8594 | 1817 | 10411 | 8594 | 1817 |
Profit Streak | 0 | 179.2038 | 0 | 0 | 179.2038 | 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 | -144048 | -144100 | -282416 | 460847 | 392842 | -100190 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 189 } }, "second_band": { "type": "dcu", "factors": { "length": 138, "offset": 2 } } }
# | 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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