Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139482.7558 | 344129.9272 | -204647.1715 | 5376517.1429 | 1679498.5607 | 3697018.5823 |
Total P&L (%) | 139.4828 | 344.1299 | -204.6472 | 5376.5171 | 1679.4986 | 3697.0186 |
Avg Daily Profit (%) | 0.0558 | 0.1376 | -0.0818 | 0.1602 | 0.1152 | 0.1455 |
Buy And Hold Return (%) | 840.4661 | 840.4661 | 840.4661 | 840.4661 | 840.4661 | 840.4661 |
Max Trade Drawdown | -300664 | -61623 | -300664 | -1962162 | -735473 | -1962162 |
Profit Factor | 1.1841 | 3.2631 | 0.6621 | 2.1456 | 2.3683 | 2.0668 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 151 | 76 | 75 | 83 | 41 | 42 |
Losing Trades | 29 | 14 | 15 | 97 | 49 | 48 |
Profitability (%) | 83.8889 | 84.4444 | 83.3333 | 46.1111 | 45.5556 | 46.6667 |
Ratio Avg Win / Avg Loss | 0.2274 | 0.6011 | 0.1324 | 2.5076 | 2.8304 | 2.362 |
Largest Winning Trade | 68107 | 68107 | 39492 | 4608574 | 1145105 | 4608574 |
Largest Losing Trade | -300664 | -47985 | -300664 | -1962162 | -298168 | -1962162 |
Avg Bars in Trades | 26 | 29 | 22 | 26 | 29 | 22 |
Avg Bars in Winners | 14 | 14 | 13 | 28 | 32 | 24 |
Avg Bars in Losers | 88 | 112 | 66 | 23 | 27 | 19 |
Bars Traded | 4689 | 2689 | 2000 | 4689 | 2689 | 2000 |
Profit Streak | 17.409 | 113.909 | 0 | 17.409 | 113.909 | 0 |
Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -297593 | -165673 | -576323 | 419523 | -41554 | 86575 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 197, "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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