Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 621.6433 | 128169.6987 | -127548.0555 | 2271231.1752 | 383752.8078 | 1887478.3674 |
Total P&L (%) | 0.6216 | 128.1697 | -127.5481 | 2271.2312 | 383.7528 | 1887.4784 |
Avg Daily Profit (%) | 0.0003 | 0.0681 | -0.0677 | 0.1683 | 0.0838 | 0.1589 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250481 | -41044 | -255089 | -1289548 | -335530 | -1027985 |
Profit Factor | 1.001 | 2.0897 | 0.762 | 1.7904 | 1.3738 | 2.0221 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 84 | 40 | 44 | 58 | 31 | 27 |
Losing Trades | 30 | 17 | 13 | 56 | 26 | 30 |
Profitability (%) | 73.6842 | 70.1754 | 77.193 | 50.8772 | 54.386 | 47.3684 |
Ratio Avg Win / Avg Loss | 0.3575 | 0.8881 | 0.2251 | 1.7287 | 1.1522 | 2.2468 |
Largest Winning Trade | 41233 | 19324 | 41233 | 1716500 | 210291 | 1716500 |
Largest Losing Trade | -250481 | -35462 | -250481 | -381832 | -150198 | -381832 |
Avg Bars in Trades | 62 | 18 | 106 | 62 | 18 | 106 |
Avg Bars in Winners | 34 | 9 | 56 | 65 | 20 | 117 |
Avg Bars in Losers | 142 | 40 | 276 | 59 | 16 | 97 |
Bars Traded | 7137 | 1054 | 6083 | 7137 | 1054 | 6083 |
Profit Streak | 88.4645 | 88.7145 | 88.4645 | 88.4645 | 88.7145 | 88.4645 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574680 | -277446 | -756749 | 451418 | -259236 | -168990 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 169, "offset": 54 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 169, "offset": 54 } } }
# | 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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