Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 816254.828 | 686936.2103 | 129318.6177 | 7387589.6621 | 3124205.0427 | 4263384.6194 |
Total P&L (%) | 816.2548 | 686.9362 | 129.3186 | 7387.5897 | 3124.205 | 4263.3846 |
Avg Daily Profit (%) | 0.3263 | 0.2746 | 0.0517 | 0.1727 | 0.139 | 0.1511 |
Buy And Hold Return (%) | 360.1297 | 360.1297 | 360.1297 | 360.1297 | 360.1297 | 360.1297 |
Max Trade Drawdown | -107546 | -74141 | -107897 | -10280381 | -7327567 | -5243783 |
Profit Factor | 2.1426 | 2.7429 | 1.4038 | 1.2353 | 1.1586 | 1.3642 |
Total Trades | 236 | 118 | 118 | 236 | 118 | 118 |
Winning Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Losing Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Profitability (%) | 52.1186 | 51.6949 | 52.5424 | 52.1186 | 51.6949 | 52.5424 |
Ratio Avg Win / Avg Loss | 1.9684 | 2.563 | 1.2679 | 1.1348 | 1.0827 | 1.2321 |
Largest Winning Trade | 230351 | 230351 | 44061 | 4743223 | 4743223 | 1624490 |
Largest Losing Trade | -42781 | -26928 | -42781 | -3285081 | -3285081 | -3262110 |
Avg Bars in Trades | 30 | 40 | 20 | 30 | 40 | 20 |
Avg Bars in Winners | 39 | 50 | 28 | 39 | 50 | 28 |
Avg Bars in Losers | 21 | 30 | 11 | 21 | 30 | 11 |
Bars Traded | 7257 | 4830 | 2427 | 7257 | 4830 | 2427 |
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 | 345262 | 229779 | -288565 | 324079 | -53160 | 304636 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 71 } }, "second_band": { "type": "dcm", "factors": { "length": 209, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 71 } }, "second_band": { "type": "dcm", "factors": { "length": 209, "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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