Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 712841.5169 | 661630.8735 | 51210.6434 | 3060654.6742 | 4177231.7108 | -1116577.0366 |
Total P&L (%) | 712.8415 | 661.6309 | 51.2106 | 3060.6547 | 4177.2317 | -1116.577 |
Avg Daily Profit (%) | 0.3912 | 0.3631 | 0.0281 | 0.1897 | 0.2063 | 0 |
Buy And Hold Return (%) | 849.4505 | 849.4505 | 849.4505 | 849.4505 | 849.4505 | 849.4505 |
Max Trade Drawdown | -138553 | -31395 | -118136 | -1999001 | -482502 | -1892354 |
Profit Factor | 2.9579 | 8.0212 | 1.1898 | 1.4186 | 3.5536 | 0.8033 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 40.3226 | 41.9355 | 38.7097 | 40.3226 | 41.9355 | 38.7097 |
Ratio Avg Win / Avg Loss | 4.3776 | 11.1062 | 1.8838 | 2.0995 | 4.9204 | 1.2719 |
Largest Winning Trade | 209789 | 209789 | 70780 | 1690576 | 1690576 | 1489481 |
Largest Losing Trade | -37219 | -18787 | -37219 | -1019553 | -294447 | -1019553 |
Avg Bars in Trades | 82 | 21 | 143 | 82 | 21 | 143 |
Avg Bars in Winners | 159 | 38 | 291 | 159 | 38 | 291 |
Avg Bars in Losers | 30 | 9 | 50 | 30 | 9 | 50 |
Bars Traded | 5124 | 667 | 4457 | 5124 | 667 | 4457 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312998 | -150716 | -336215 | -155246 | 378756 | -583541 |
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{ "first_band": { "type": "dcu", "factors": { "length": 121, "offset": 26 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 121, "offset": 26 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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