Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 512091.2002 | 472064.3436 | 40026.8566 | -284384.0858 | 36250.4972 | -320634.583 |
Total P&L (%) | 512.0912 | 472.0643 | 40.0269 | -284.3841 | 36.2505 | -320.6346 |
Avg Daily Profit (%) | 0.2845 | 0.2623 | 0.0222 | 0 | 0.0172 | 0 |
Buy And Hold Return (%) | 74.1032 | 74.1032 | 74.1032 | 74.1032 | 74.1032 | 74.1032 |
Max Trade Drawdown | -134822 | -20985 | -200591 | -738911 | -110272 | -692560 |
Profit Factor | 2.2714 | 8.4422 | 1.118 | 0.7348 | 1.1696 | 0.6266 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 19 | 17 | 28 | 17 | 11 |
Losing Trades | 23 | 10 | 13 | 31 | 12 | 19 |
Profitability (%) | 61.0169 | 65.5172 | 56.6667 | 47.4576 | 58.6207 | 36.6667 |
Ratio Avg Win / Avg Loss | 1.4512 | 4.4433 | 0.8549 | 0.8136 | 0.8256 | 1.0824 |
Largest Winning Trade | 124197 | 124197 | 63019 | 193729 | 103633 | 193729 |
Largest Losing Trade | -131966 | -20354 | -131966 | -524717 | -49556 | -524717 |
Avg Bars in Trades | 57 | 26 | 87 | 57 | 26 | 87 |
Avg Bars in Winners | 78 | 38 | 122 | 59 | 30 | 104 |
Avg Bars in Losers | 24 | 3 | 40 | 55 | 22 | 76 |
Bars Traded | 3387 | 776 | 2611 | 3387 | 776 | 2611 |
Profit Streak | 236.5102 | 236.5102 | 298.5102 | 0 | 0 | 0 |
Trades During Streak | 5 | 2 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164756 | 700866 | -419171 | -761266 | -369911 | -584344 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 179 } }, "second_band": { "type": "dcl", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 179 } }, "second_band": { "type": "dcl", "factors": { "length": 121, "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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