Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1206483.6818 | 89878.9774 | -1296362.6593 | -36800.2594 | -10695879.2059 | 10659078.9465 |
Total P&L (%) | -1206.4837 | 89.879 | -1296.3627 | -36.8003 | -10695.8792 | 10659.0789 |
Avg Daily Profit (%) | -0.5112 | 0.0381 | -0.5492 | -0.0194 | 0 | 0.1984 |
Buy And Hold Return (%) | 477.2947 | 477.2947 | 477.2947 | 477.2947 | 477.2947 | 477.2947 |
Max Trade Drawdown | -1437527 | -166257 | -1414426 | -19851822 | -18121634 | -3867430 |
Profit Factor | 0.4279 | 1.2332 | 0.2478 | 0.9987 | 0.5192 | 2.762 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 171 | 84 | 87 | 155 | 74 | 81 |
Losing Trades | 37 | 20 | 17 | 53 | 30 | 23 |
Profitability (%) | 82.2115 | 80.7692 | 83.6538 | 74.5192 | 71.1538 | 77.8846 |
Ratio Avg Win / Avg Loss | 0.0926 | 0.2936 | 0.0484 | 0.3415 | 0.2105 | 0.7843 |
Largest Winning Trade | 28407 | 28407 | 14814 | 3505400 | 2517390 | 3505400 |
Largest Losing Trade | -1100994 | -61654 | -1100994 | -7206949 | -7206949 | -2742957 |
Avg Bars in Trades | 32 | 40 | 24 | 32 | 40 | 24 |
Avg Bars in Winners | 13 | 15 | 11 | 19 | 19 | 19 |
Avg Bars in Losers | 122 | 146 | 94 | 72 | 94 | 42 |
Bars Traded | 6828 | 4258 | 2571 | 6828 | 4258 | 2571 |
Profit Streak | 76.3442 | 76.3442 | 276.6776 | 76.3442 | 76.3442 | 276.6776 |
Trades During Streak | 15 | 7 | 14 | 15 | 7 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -573862 | -304274 | -574686 | -574788 | -576470 | 575254 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 166, "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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