Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1024703.3729 | 60038.0436 | -1084741.4165 | -4601527.902 | -19493634.4153 | 14892106.5133 |
Total P&L (%) | -1024.7034 | 60.038 | -1084.7414 | -4601.5279 | -19493.6344 | 14892.1065 |
Avg Daily Profit (%) | -0.562 | 0.0329 | -0.595 | 0 | 0 | 0.2752 |
Buy And Hold Return (%) | 676.5178 | 676.5178 | 676.5178 | 676.5178 | 676.5178 | 676.5178 |
Max Trade Drawdown | -1120992 | -184147 | -1151389 | -52251224 | -39166232 | -15341980 |
Profit Factor | 0.4494 | 1.1614 | 0.2716 | 0.9447 | 0.6152 | 1.4584 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 210 | 102 | 108 | 111 | 50 | 61 |
Losing Trades | 55 | 31 | 24 | 154 | 83 | 71 |
Profitability (%) | 79.2453 | 76.6917 | 81.8182 | 41.8868 | 37.594 | 46.2121 |
Ratio Avg Win / Avg Loss | 0.1177 | 0.353 | 0.0603 | 1.3106 | 1.0213 | 1.6975 |
Largest Winning Trade | 40248 | 40248 | 30442 | 16515049 | 4700952 | 16515049 |
Largest Losing Trade | -654525 | -72955 | -654525 | -32595802 | -32595802 | -10482433 |
Avg Bars in Trades | 80 | 86 | 73 | 80 | 86 | 73 |
Avg Bars in Winners | 33 | 33 | 33 | 87 | 94 | 82 |
Avg Bars in Losers | 258 | 262 | 252 | 74 | 82 | 65 |
Bars Traded | 21213 | 11546 | 9667 | 21213 | 11546 | 9667 |
Profit Streak | 35.0611 | 70.9778 | 35.0611 | 0 | 0 | 0 |
Trades During Streak | 7 | 6 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574002 | -354221 | -575197 | -580880 | -584137 | 329980 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 132, "offset": 243 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 132, "offset": 243 } } }
# | 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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