Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 298032.915 | 284902.4648 | 13130.4501 | -20248.0075 | 120790.893 | -141038.9006 |
Total P&L (%) | 298.0329 | 284.9025 | 13.1305 | -20.248 | 120.7909 | -141.0389 |
Avg Daily Profit (%) | 0.2398 | 0.2293 | 0.0106 | -0.0182 | 0.0638 | 0 |
Buy And Hold Return (%) | 26.9013 | 26.9013 | 26.9013 | 26.9013 | 26.9013 | 26.9013 |
Max Trade Drawdown | -101454 | -59001 | -86250 | -335540 | -149187 | -272713 |
Profit Factor | 1.5406 | 2.126 | 1.044 | 0.9781 | 1.2856 | 0.7179 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Losing Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Profitability (%) | 75.2427 | 74.7573 | 75.7282 | 75.2427 | 74.7573 | 75.7282 |
Ratio Avg Win / Avg Loss | 0.5069 | 0.7179 | 0.3346 | 0.3218 | 0.4341 | 0.2301 |
Largest Winning Trade | 230966 | 230966 | 17329 | 240158 | 240158 | 41496 |
Largest Losing Trade | -83631 | -59001 | -83631 | -256249 | -96487 | -256249 |
Avg Bars in Trades | 34 | 44 | 24 | 34 | 44 | 24 |
Avg Bars in Winners | 18 | 24 | 11 | 18 | 24 | 11 |
Avg Bars in Losers | 83 | 102 | 64 | 83 | 102 | 64 |
Bars Traded | 7088 | 4565 | 2523 | 7088 | 4565 | 2523 |
Profit Streak | 35.9583 | 85.2917 | 35.9583 | 35.9583 | 85.2917 | 35.9583 |
Trades During Streak | 7 | 5 | 3 | 7 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496700 | 496697 | -513224 | -574829 | -106592 | -575728 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 148, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 148, "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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