Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2845023.0123 | 2781715.4829 | 63307.5294 | 20683331.6881 | 29282656.3759 | -8599324.6878 |
Total P&L (%) | 2845.023 | 2781.7155 | 63.3075 | 20683.3317 | 29282.6564 | -8599.3247 |
Avg Daily Profit (%) | 1.5318 | 1.4977 | 0.0341 | 0.2877 | 0.3064 | 0 |
Buy And Hold Return (%) | 6716.7814 | 6716.7814 | 6716.7814 | 6716.7814 | 6716.7814 | 6716.7814 |
Max Trade Drawdown | -97802 | -108131 | -75991 | -21459665 | -14338594 | -16496305 |
Profit Factor | 4.9132 | 7.6312 | 1.2059 | 1.2493 | 1.6256 | 0.7622 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Losing Trades | 118 | 57 | 61 | 118 | 57 | 61 |
Profitability (%) | 45.1163 | 46.729 | 43.5185 | 45.1163 | 46.729 | 43.5185 |
Ratio Avg Win / Avg Loss | 5.9769 | 8.6995 | 1.565 | 1.5197 | 1.8532 | 0.9893 |
Largest Winning Trade | 1938341 | 1938341 | 48124 | 20821729 | 20821729 | 3656063 |
Largest Losing Trade | -58383 | -58383 | -26713 | -7765321 | -7765321 | -4552974 |
Avg Bars in Trades | 48 | 82 | 14 | 48 | 82 | 14 |
Avg Bars in Winners | 78 | 134 | 18 | 78 | 134 | 18 |
Avg Bars in Losers | 23 | 36 | 11 | 23 | 36 | 11 |
Bars Traded | 10411 | 8822 | 1589 | 10411 | 8822 | 1589 |
Profit Streak | 0 | 156.4565 | 0 | 0 | 156.4565 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145019 | -144443 | -315027 | 210895 | 329672 | -583287 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 198 } }, "second_band": { "type": "dcu", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 198 } }, "second_band": { "type": "dcu", "factors": { "length": 159, "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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