Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501259.3856 | 543112.6548 | -41853.2692 | -25641.4139 | 403017.1902 | -428658.6041 |
Total P&L (%) | 501.2594 | 543.1127 | -41.8533 | -25.6414 | 403.0172 | -428.6586 |
Avg Daily Profit (%) | 0.2721 | 0.2948 | -0.0227 | -0.0161 | 0.0877 | 0 |
Buy And Hold Return (%) | 96.1187 | 96.1187 | 96.1187 | 96.1187 | 96.1187 | 96.1187 |
Max Trade Drawdown | -208390 | -122757 | -131432 | -1033181 | -523868 | -522809 |
Profit Factor | 1.9016 | 3.2297 | 0.866 | 0.9857 | 1.5376 | 0.5883 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Profitability (%) | 49.4624 | 51.0638 | 47.8261 | 49.4624 | 51.0638 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.943 | 3.0951 | 0.9447 | 1.0071 | 1.4735 | 0.6418 |
Largest Winning Trade | 575088 | 575088 | 54383 | 868074 | 868074 | 168399 |
Largest Losing Trade | -58406 | -31264 | -58406 | -474410 | -256570 | -474410 |
Avg Bars in Trades | 37 | 38 | 37 | 37 | 38 | 37 |
Avg Bars in Winners | 46 | 52 | 39 | 46 | 52 | 39 |
Avg Bars in Losers | 29 | 24 | 35 | 29 | 24 | 35 |
Bars Traded | 3529 | 1825 | 1704 | 3529 | 1825 | 1704 |
Profit Streak | 120.9526 | 132.9526 | 0 | 120.9526 | 132.9526 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420408 | 536722 | -581549 | -578507 | -75578 | -581549 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 135 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 135 } }, "second_band": { "type": "dcm", "factors": { "length": 115, "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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