Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -299135.138 | 53868.6792 | -353003.8172 | 4071958.0346 | 581294.8939 | 3490663.1407 |
Total P&L (%) | -299.1351 | 53.8687 | -353.0038 | 4071.958 | 581.2949 | 3490.6631 |
Avg Daily Profit (%) | -0.1643 | 0.0296 | -0.1939 | 0.2052 | 0.1055 | 0.1969 |
Buy And Hold Return (%) | 843.522 | 843.522 | 843.522 | 843.522 | 843.522 | 843.522 |
Max Trade Drawdown | -446731 | -45415 | -459539 | -2544903 | -400495 | -2425927 |
Profit Factor | 0.6135 | 1.5811 | 0.4818 | 1.7037 | 1.3762 | 1.823 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 52 | 22 | 30 | 34 | 17 | 17 |
Losing Trades | 19 | 14 | 5 | 37 | 19 | 18 |
Profitability (%) | 73.2394 | 61.1111 | 85.7143 | 47.8873 | 47.2222 | 48.5714 |
Ratio Avg Win / Avg Loss | 0.2241 | 1.0062 | 0.0803 | 1.8541 | 1.5381 | 1.9303 |
Largest Winning Trade | 41681 | 19641 | 41681 | 4632430 | 433703 | 4632430 |
Largest Losing Trade | -413701 | -45415 | -413701 | -1332470 | -369484 | -1332470 |
Avg Bars in Trades | 63 | 15 | 112 | 63 | 15 | 112 |
Avg Bars in Winners | 34 | 9 | 52 | 61 | 17 | 104 |
Avg Bars in Losers | 143 | 25 | 472 | 65 | 14 | 119 |
Bars Traded | 4505 | 566 | 3939 | 4505 | 566 | 3939 |
Profit Streak | 0 | 0 | 225.3432 | 0 | 0 | 225.3432 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -668765 | -315609 | -574889 | -82275 | -216689 | 369315 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 204, "offset": 36 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 204, "offset": 36 } } }
# | 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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