Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1047747.5187 | 146686.5928 | -1194434.1114 | 346515.9036 | -5797531.3041 | 6144047.2077 |
Total P&L (%) | -1047.7475 | 146.6866 | -1194.4341 | 346.5159 | -5797.5313 | 6144.0472 |
Avg Daily Profit (%) | -0.5335 | 0.0747 | -0.6082 | 0.0762 | 0 | 0.2107 |
Buy And Hold Return (%) | 1597.5392 | 1597.5392 | 1597.5392 | 1597.5392 | 1597.5392 | 1597.5392 |
Max Trade Drawdown | -1210338 | -121576 | -1310549 | -12093658 | -9751172 | -4481499 |
Profit Factor | 0.4932 | 1.3445 | 0.2724 | 1.0122 | 0.6546 | 1.5339 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 150 | 75 | 75 | 134 | 66 | 68 |
Losing Trades | 43 | 21 | 22 | 59 | 30 | 29 |
Profitability (%) | 77.7202 | 78.125 | 77.3196 | 69.4301 | 68.75 | 70.1031 |
Ratio Avg Win / Avg Loss | 0.1414 | 0.3764 | 0.0799 | 0.4457 | 0.2975 | 0.6541 |
Largest Winning Trade | 24952 | 24952 | 23186 | 9064926 | 1797650 | 9064926 |
Largest Losing Trade | -905114 | -61531 | -905114 | -5817391 | -5817391 | -3740017 |
Avg Bars in Trades | 19 | 22 | 16 | 19 | 22 | 16 |
Avg Bars in Winners | 7 | 8 | 7 | 8 | 8 | 8 |
Avg Bars in Losers | 61 | 75 | 47 | 44 | 54 | 35 |
Bars Traded | 3820 | 2198 | 1622 | 3820 | 2198 | 1622 |
Profit Streak | 402.5517 | 0 | 559.5517 | 402.5517 | 0 | 559.5517 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575310 | -256407 | -575591 | -461292 | -578089 | 355232 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 63, "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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