Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200096.166 | 119149.4242 | 80946.7419 | 246425.0459 | 144937.8085 | 101487.2375 |
Total P&L (%) | 200.0962 | 119.1494 | 80.9467 | 246.425 | 144.9378 | 101.4872 |
Avg Daily Profit (%) | 0.1601 | 0.0953 | 0.0648 | 0.0994 | 0.0717 | 0.0561 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68257 | -42422 | -57269 | -148745 | -99488 | -115373 |
Profit Factor | 1.697 | 1.8677 | 1.5404 | 1.4232 | 1.505 | 1.3438 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 77.4194 | 71.7391 | 82.9787 | 77.4194 | 71.7391 | 82.9787 |
Ratio Avg Win / Avg Loss | 0.4949 | 0.7358 | 0.316 | 0.4151 | 0.5929 | 0.2756 |
Largest Winning Trade | 20481 | 19530 | 20481 | 43520 | 43520 | 36650 |
Largest Losing Trade | -40437 | -37308 | -40437 | -87016 | -87016 | -74344 |
Avg Bars in Trades | 25 | 31 | 18 | 25 | 31 | 18 |
Avg Bars in Winners | 8 | 9 | 7 | 8 | 9 | 7 |
Avg Bars in Losers | 81 | 87 | 72 | 81 | 87 | 72 |
Bars Traded | 2347 | 1462 | 885 | 2347 | 1462 | 885 |
Profit Streak | 17.9232 | 141.9232 | 17.9232 | 17.9232 | 141.9232 | 17.9232 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489659 | -60608 | -100973 | -55153 | -93209 | -113771 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "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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