Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670622.2974 | 444539.9792 | 226082.3182 | 5000140.0007 | -940015.6362 | 5940155.6369 |
Total P&L (%) | 670.6223 | 444.54 | 226.0823 | 5000.14 | -940.0156 | 5940.1556 |
Avg Daily Profit (%) | 0.3622 | 0.2401 | 0.1221 | 0.2126 | 0 | 0.2218 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104098 | -121560 | -54230 | -4080788 | -4527830 | -1987535 |
Profit Factor | 1.9875 | 2.111 | 1.8104 | 1.2086 | 0.9334 | 1.6026 |
Total Trades | 231 | 116 | 115 | 231 | 116 | 115 |
Winning Trades | 111 | 51 | 60 | 111 | 51 | 60 |
Losing Trades | 120 | 65 | 55 | 120 | 65 | 55 |
Profitability (%) | 48.0519 | 43.9655 | 52.1739 | 48.0519 | 43.9655 | 52.1739 |
Ratio Avg Win / Avg Loss | 2.1486 | 2.6905 | 1.6595 | 1.3066 | 1.1896 | 1.4691 |
Largest Winning Trade | 129079 | 129079 | 50872 | 1744739 | 1744739 | 1584583 |
Largest Losing Trade | -26733 | -22839 | -26733 | -1280112 | -812565 | -1280112 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 35 | 32 | 38 | 35 | 32 | 38 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 5478 | 2514 | 2964 | 5478 | 2514 | 2964 |
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 | 501462 | 347887 | -26235 | 302388 | -581426 | 376456 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 53 } }, "second_band": { "type": "dcm", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 53 } }, "second_band": { "type": "dcm", "factors": { "length": 12, "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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