Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 69852.2663 | 29151.5434 | 40700.7228 | 82612.9812 | 22534.3997 | 60078.5815 |
Total P&L (%) | 69.8523 | 29.1515 | 40.7007 | 82.613 | 22.5344 | 60.0786 |
Avg Daily Profit (%) | 0.1522 | 0.0635 | 0.0887 | 0.1313 | 0.0443 | 0.1025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24859 | -15812 | -20586 | -33946 | -32614 | -27722 |
Profit Factor | 1.4945 | 1.4321 | 1.5516 | 1.431 | 1.2302 | 1.6404 |
Total Trades | 308 | 154 | 154 | 308 | 154 | 154 |
Winning Trades | 244 | 122 | 122 | 244 | 122 | 122 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 79.2208 | 79.2208 | 79.2208 | 79.2208 | 79.2208 | 79.2208 |
Ratio Avg Win / Avg Loss | 0.392 | 0.3756 | 0.407 | 0.3753 | 0.3227 | 0.4303 |
Largest Winning Trade | 10451 | 4021 | 10451 | 19707 | 4618 | 19707 |
Largest Losing Trade | -20586 | -15595 | -20586 | -32479 | -32479 | -27722 |
Avg Bars in Trades | 33 | 31 | 35 | 33 | 31 | 35 |
Avg Bars in Winners | 15 | 15 | 16 | 15 | 15 | 16 |
Avg Bars in Losers | 101 | 92 | 109 | 101 | 92 | 109 |
Bars Traded | 10311 | 4804 | 5507 | 10311 | 4804 | 5507 |
Profit Streak | 586.7367 | 0 | 597.4034 | 586.7367 | 0 | 597.4034 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432918 | -108271 | -72291 | -13356 | -137148 | -51909 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } } }
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# | 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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