Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -65552.5302 | 23406.7128 | -88959.2431 | -139027.7496 | 143219.3435 | -282247.0931 |
Total P&L (%) | -65.5525 | 23.4067 | -88.9592 | -139.0278 | 143.2193 | -282.2471 |
Avg Daily Profit (%) | -0.1259 | 0.0449 | -0.1708 | 0 | 0.1708 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269357 | -117758 | -158669 | -291921 | -57424 | -302306 |
Profit Factor | 0.8965 | 1.0699 | 0.7019 | 0.768 | 1.7851 | 0.3231 |
Total Trades | 329 | 164 | 165 | 329 | 164 | 165 |
Winning Trades | 250 | 125 | 125 | 168 | 84 | 84 |
Losing Trades | 79 | 39 | 40 | 161 | 80 | 81 |
Profitability (%) | 75.9878 | 76.2195 | 75.7576 | 51.0638 | 51.2195 | 50.9091 |
Ratio Avg Win / Avg Loss | 0.2833 | 0.3338 | 0.2246 | 0.736 | 1.7001 | 0.3115 |
Largest Winning Trade | 32105 | 20810 | 32105 | 28468 | 28468 | 9819 |
Largest Losing Trade | -139916 | -35931 | -139916 | -291921 | -42126 | -291921 |
Avg Bars in Trades | 73 | 103 | 44 | 73 | 103 | 44 |
Avg Bars in Winners | 32 | 37 | 28 | 77 | 112 | 42 |
Avg Bars in Losers | 203 | 314 | 94 | 69 | 93 | 46 |
Bars Traded | 24235 | 16897 | 7338 | 24235 | 16897 | 7338 |
Profit Streak | 9.2857 | 9.369 | 9.2857 | 0 | 0 | 0 |
Trades During Streak | 6 | 3 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574584 | -278159 | -576151 | -579488 | 383393 | -580920 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 81, "offset": 136 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 81, "offset": 136 } } }
# | 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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