Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1429535.5391 | 1249246.4985 | 180289.0407 | 28558272.24 | 23920920.9757 | 4637351.2643 |
Total P&L (%) | 1429.5355 | 1249.2465 | 180.289 | 28558.2722 | 23920.921 | 4637.3513 |
Avg Daily Profit (%) | 0.7843 | 0.6854 | 0.0989 | 0.3109 | 0.3012 | 0.2119 |
Buy And Hold Return (%) | 685.8994 | 685.8994 | 685.8994 | 685.8994 | 685.8994 | 685.8994 |
Max Trade Drawdown | -113119 | -93371 | -95284 | -10724091 | -6558242 | -7372392 |
Profit Factor | 3.0363 | 4.3352 | 1.5506 | 1.5037 | 1.7671 | 1.1818 |
Total Trades | 208 | 104 | 104 | 208 | 104 | 104 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 103 | 55 | 48 | 103 | 55 | 48 |
Profitability (%) | 50.4808 | 47.1154 | 53.8462 | 50.4808 | 47.1154 | 53.8462 |
Ratio Avg Win / Avg Loss | 2.9785 | 4.8661 | 1.329 | 1.4751 | 1.9834 | 1.013 |
Largest Winning Trade | 523242 | 523242 | 65044 | 9661577 | 9661577 | 3450814 |
Largest Losing Trade | -60760 | -27329 | -60760 | -6078147 | -4119102 | -6078147 |
Avg Bars in Trades | 25 | 33 | 17 | 25 | 33 | 17 |
Avg Bars in Winners | 30 | 43 | 20 | 30 | 43 | 20 |
Avg Bars in Losers | 19 | 24 | 13 | 19 | 24 | 13 |
Bars Traded | 5250 | 3474 | 1776 | 5250 | 3474 | 1776 |
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 | 501592 | 360535 | -224583 | 422760 | 390757 | -12087 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 102 } }, "second_band": { "type": "dcm", "factors": { "length": 187, "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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