Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -504077.6194 | 140835.2271 | -644912.8465 | 2555622.1286 | -1738958.3042 | 4294580.4328 |
Total P&L (%) | -504.0776 | 140.8352 | -644.9128 | 2555.6221 | -1738.9583 | 4294.5804 |
Avg Daily Profit (%) | -0.2684 | 0.075 | -0.3434 | 0.1748 | 0 | 0.2016 |
Buy And Hold Return (%) | 567.9865 | 567.9865 | 567.9865 | 567.9865 | 567.9865 | 567.9865 |
Max Trade Drawdown | -740775 | -129331 | -766325 | -1705653 | -2626105 | -492465 |
Profit Factor | 0.5094 | 1.643 | 0.2024 | 1.5583 | 0.5267 | 5.7521 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 15 | 20 | 33 | 12 | 21 |
Losing Trades | 30 | 18 | 12 | 32 | 21 | 11 |
Profitability (%) | 53.8462 | 45.4545 | 62.5 | 50.7692 | 36.3636 | 65.625 |
Ratio Avg Win / Avg Loss | 0.4367 | 1.9716 | 0.1214 | 1.5111 | 0.9217 | 3.013 |
Largest Winning Trade | 98530 | 98530 | 40356 | 3405968 | 505809 | 3405968 |
Largest Losing Trade | -500552 | -53539 | -500552 | -1154966 | -1154966 | -380173 |
Avg Bars in Trades | 53 | 32 | 75 | 53 | 32 | 75 |
Avg Bars in Winners | 46 | 25 | 62 | 62 | 29 | 81 |
Avg Bars in Losers | 61 | 37 | 96 | 43 | 33 | 63 |
Bars Traded | 3464 | 1061 | 2403 | 3464 | 1061 | 2403 |
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 | -716279 | -257275 | -579190 | -127082 | -586105 | 662088 |
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{ "first_band": { "type": "dcu", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 225 } } }
# | 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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