Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 446138.8901 | 506997.6687 | -60858.7786 | 109408.1598 | 642139.0742 | -532730.9143 |
Total P&L (%) | 446.1389 | 506.9977 | -60.8588 | 109.4082 | 642.1391 | -532.7309 |
Avg Daily Profit (%) | 0.1921 | 0.2183 | -0.0262 | 0.0318 | 0.0863 | 0 |
Buy And Hold Return (%) | 20.9032 | 20.9032 | 20.9032 | 20.9032 | 20.9032 | 20.9032 |
Max Trade Drawdown | -122741 | -112377 | -111522 | -4543586 | -3710907 | -928606 |
Profit Factor | 2.0614 | 3.1306 | 0.6663 | 1.0188 | 1.1521 | 0.6673 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 48 | 28 | 20 | 48 | 28 | 20 |
Losing Trades | 17 | 4 | 13 | 17 | 4 | 13 |
Profitability (%) | 73.8462 | 87.5 | 60.6061 | 73.8462 | 87.5 | 60.6061 |
Ratio Avg Win / Avg Loss | 0.7301 | 0.4472 | 0.4331 | 0.3608 | 0.1646 | 0.4337 |
Largest Winning Trade | 91438 | 91438 | 15778 | 730060 | 730060 | 307640 |
Largest Losing Trade | -92704 | -92704 | -44022 | -3602660 | -3602660 | -797366 |
Avg Bars in Trades | 49 | 98 | 3 | 49 | 98 | 3 |
Avg Bars in Winners | 19 | 31 | 2 | 19 | 31 | 2 |
Avg Bars in Losers | 136 | 565 | 4 | 136 | 565 | 4 |
Bars Traded | 3239 | 3138 | 101 | 3239 | 3138 | 101 |
Profit Streak | 0 | 331.2376 | 0 | 0 | 331.2376 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124214 | 610199 | -579150 | -485982 | -126641 | -579150 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 221, "offset": 3 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 221, "offset": 3 } } }
# | 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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