Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1190335.0055 | 1239761.8324 | -49426.8268 | 153900.9145 | 1010472.738 | -856571.8235 |
Total P&L (%) | 1190.335 | 1239.7618 | -49.4268 | 153.9009 | 1010.4727 | -856.5718 |
Avg Daily Profit (%) | 0.5271 | 0.549 | -0.0219 | 0.0413 | 0.1067 | 0 |
Buy And Hold Return (%) | 254.2857 | 254.2857 | 254.2857 | 254.2857 | 254.2857 | 254.2857 |
Max Trade Drawdown | -163314 | -115436 | -86563 | -3891764 | -1929439 | -2262845 |
Profit Factor | 2.3404 | 3.6212 | 0.8809 | 1.0161 | 1.2103 | 0.8199 |
Total Trades | 188 | 94 | 94 | 188 | 94 | 94 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Profitability (%) | 40.4255 | 39.3617 | 41.4894 | 40.4255 | 39.3617 | 41.4894 |
Ratio Avg Win / Avg Loss | 3.4489 | 5.5786 | 1.2423 | 1.4974 | 1.8645 | 1.1563 |
Largest Winning Trade | 865005 | 865005 | 53287 | 2111838 | 2111838 | 791067 |
Largest Losing Trade | -40099 | -30273 | -40099 | -892364 | -348390 | -892364 |
Avg Bars in Trades | 34 | 47 | 22 | 34 | 47 | 22 |
Avg Bars in Winners | 53 | 73 | 33 | 53 | 73 | 33 |
Avg Bars in Losers | 22 | 29 | 14 | 22 | 29 | 14 |
Bars Traded | 6558 | 4436 | 2122 | 6558 | 4436 | 2122 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393645 | 429116 | -582446 | -509124 | -56220 | -582446 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 93 } }, "second_band": { "type": "dcu", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 93 } }, "second_band": { "type": "dcu", "factors": { "length": 37, "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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