Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 521482.1672 | 383392.7728 | 138089.3944 | 325993.5195 | 81941.2073 | 244052.3123 |
Total P&L (%) | 521.4822 | 383.3928 | 138.0894 | 325.9935 | 81.9412 | 244.0523 |
Avg Daily Profit (%) | 0.3527 | 0.2593 | 0.0934 | 0.0981 | 0.0405 | 0.0836 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90156 | -120284 | -52588 | -328901 | -226266 | -217927 |
Profit Factor | 1.9629 | 2.2109 | 1.6139 | 1.2643 | 1.1256 | 1.4204 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 43.5115 | 38.4615 | 48.4848 | 43.5115 | 38.4615 | 48.4848 |
Ratio Avg Win / Avg Loss | 2.5484 | 3.5374 | 1.7148 | 1.6414 | 1.8009 | 1.5092 |
Largest Winning Trade | 355304 | 355304 | 71515 | 194390 | 176300 | 194390 |
Largest Losing Trade | -37274 | -34543 | -37274 | -117622 | -86457 | -117622 |
Avg Bars in Trades | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Winners | 89 | 79 | 96 | 89 | 79 | 96 |
Avg Bars in Losers | 47 | 56 | 36 | 47 | 56 | 36 |
Bars Traded | 8567 | 4257 | 4310 | 8567 | 4257 | 4310 |
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 | 392226 | -124110 | -190003 | -63260 | -356579 | -204181 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 242 } }, "second_band": { "type": "dcu", "factors": { "length": 60, "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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