Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1265866.0744 | 1259869.7443 | 5996.3301 | 267803.2579 | 481894.5261 | -214091.2682 |
Total P&L (%) | 1265.8661 | 1259.8697 | 5.9963 | 267.8033 | 481.8945 | -214.0913 |
Avg Daily Profit (%) | 0.6928 | 0.6895 | 0.0033 | 0.0713 | 0.0964 | 0 |
Buy And Hold Return (%) | 819.3712 | 819.3712 | 819.3712 | 819.3712 | 819.3712 | 819.3712 |
Max Trade Drawdown | -150805 | -165731 | -86827 | -1915170 | -1500782 | -844994 |
Profit Factor | 2.7862 | 4.245 | 1.0187 | 1.0524 | 1.158 | 0.8959 |
Total Trades | 180 | 90 | 90 | 180 | 90 | 90 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 47.2222 | 42.2222 | 52.2222 | 47.2222 | 42.2222 | 52.2222 |
Ratio Avg Win / Avg Loss | 3.114 | 5.8089 | 0.932 | 1.1763 | 1.5846 | 0.8196 |
Largest Winning Trade | 726637 | 726637 | 42269 | 963895 | 963895 | 232720 |
Largest Losing Trade | -86827 | -47253 | -86827 | -939258 | -939258 | -844994 |
Avg Bars in Trades | 39 | 41 | 37 | 39 | 41 | 37 |
Avg Bars in Winners | 61 | 64 | 58 | 61 | 64 | 58 |
Avg Bars in Losers | 19 | 23 | 14 | 19 | 23 | 14 |
Bars Traded | 7049 | 3693 | 3356 | 7049 | 3693 | 3356 |
Profit Streak | 46.2487 | 48.4987 | 46.2487 | 46.2487 | 48.4987 | 46.2487 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305809 | 241729 | -555286 | -425505 | -278452 | -580245 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 229 } }, "second_band": { "type": "dcm", "factors": { "length": 232, "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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