Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -840370.471 | 4182.1761 | -844552.6471 | 106276.1202 | -4103661.1101 | 4209937.2302 |
Total P&L (%) | -840.3705 | 4.1822 | -844.5526 | 106.2761 | -4103.6611 | 4209.9372 |
Avg Daily Profit (%) | -0.4474 | 0.0022 | -0.4496 | 0.0386 | 0 | 0.2006 |
Buy And Hold Return (%) | 218.4152 | 218.4152 | 218.4152 | 218.4152 | 218.4152 | 218.4152 |
Max Trade Drawdown | -923401 | -152707 | -335655 | -4091780 | -4170494 | -758136 |
Profit Factor | 0.2993 | 1.0211 | 0.1564 | 1.0151 | 0.1782 | 3.0627 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 62 | 33 | 29 | 46 | 22 | 24 |
Losing Trades | 12 | 4 | 8 | 28 | 15 | 13 |
Profitability (%) | 83.7838 | 89.1892 | 78.3784 | 62.1622 | 59.4595 | 64.8649 |
Ratio Avg Win / Avg Loss | 0.0579 | 0.1238 | 0.0432 | 0.6179 | 0.1215 | 1.659 |
Largest Winning Trade | 30946 | 30946 | 19240 | 5043802 | 224834 | 5043802 |
Largest Losing Trade | -597262 | -81032 | -597262 | -3399909 | -3399909 | -668330 |
Avg Bars in Trades | 70 | 87 | 53 | 70 | 87 | 53 |
Avg Bars in Winners | 19 | 21 | 17 | 25 | 17 | 32 |
Avg Bars in Losers | 331 | 630 | 181 | 144 | 189 | 92 |
Bars Traded | 5207 | 3235 | 1971 | 5207 | 3235 | 1971 |
Profit Streak | 48.3937 | 112.7271 | 48.3937 | 48.3937 | 112.7271 | 48.3937 |
Trades During Streak | 8 | 8 | 4 | 8 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -643393 | -548275 | -575607 | -578049 | -578010 | 623253 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 238, "offset": 132 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 238, "offset": 132 } } }
# | 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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