Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -477013.003 | 86077.1836 | -563090.1866 | 108714439.7886 | 9063985.5821 | 99650454.2065 |
Total P&L (%) | -477.013 | 86.0772 | -563.0902 | 108714.4398 | 9063.9856 | 99650.4542 |
Avg Daily Profit (%) | -0.2992 | 0.054 | -0.3532 | 0.4396 | 0.2838 | 0.4341 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -712487 | -54232 | -741767 | -43187488 | -50246282 | -6964901 |
Profit Factor | 0.5945 | 1.4801 | 0.4352 | 2.5969 | 1.1619 | 9.2401 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 127 | 60 | 67 | 75 | 38 | 37 |
Losing Trades | 25 | 16 | 9 | 77 | 38 | 39 |
Profitability (%) | 83.5526 | 78.9474 | 88.1579 | 49.3421 | 50 | 48.6842 |
Ratio Avg Win / Avg Loss | 0.117 | 0.3947 | 0.0585 | 2.6661 | 1.1619 | 9.7396 |
Largest Winning Trade | 28973 | 13082 | 28973 | 18345310 | 8142252 | 18345310 |
Largest Losing Trade | -558185 | -51668 | -558185 | -37200600 | -37200600 | -6964901 |
Avg Bars in Trades | 60 | 27 | 93 | 60 | 27 | 93 |
Avg Bars in Winners | 37 | 14 | 58 | 62 | 30 | 96 |
Avg Bars in Losers | 177 | 75 | 358 | 58 | 24 | 91 |
Bars Traded | 9187 | 2057 | 7130 | 9187 | 2057 | 7130 |
Profit Streak | 0 | 176.9903 | 0 | 0 | 176.9903 | 0 |
Trades During Streak | 0 | 6 | 0 | 0 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575469 | -165006 | -625276 | 560812 | -81431 | -31402 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 223, "offset": 139 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 223, "offset": 139 } } }
# | 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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