Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132356.8646 | 339658.3683 | -207301.5038 | 5238688.8769 | 75588.8685 | 5163100.0084 |
Total P&L (%) | 132.3569 | 339.6584 | -207.3015 | 5238.6889 | 75.5889 | 5163.1 |
Avg Daily Profit (%) | 0.0528 | 0.1355 | -0.0827 | 0.1588 | 0.0225 | 0.1582 |
Buy And Hold Return (%) | 805.3205 | 805.3205 | 805.3205 | 805.3205 | 805.3205 | 805.3205 |
Max Trade Drawdown | -302347 | -60888 | -315383 | -2922482 | -1271702 | -1921051 |
Profit Factor | 1.1767 | 3.2896 | 0.6548 | 1.786 | 1.0327 | 2.1855 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 151 | 77 | 74 | 89 | 43 | 46 |
Losing Trades | 32 | 14 | 18 | 94 | 48 | 46 |
Profitability (%) | 82.5137 | 84.6154 | 80.4348 | 48.6339 | 47.2527 | 50 |
Ratio Avg Win / Avg Loss | 0.2494 | 0.5981 | 0.1593 | 1.8864 | 1.1528 | 2.1855 |
Largest Winning Trade | 67933 | 67933 | 39492 | 7869336 | 319167 | 7869336 |
Largest Losing Trade | -302347 | -50607 | -302347 | -1864697 | -534478 | -1864697 |
Avg Bars in Trades | 25 | 29 | 22 | 25 | 29 | 22 |
Avg Bars in Winners | 15 | 16 | 14 | 27 | 34 | 21 |
Avg Bars in Losers | 75 | 105 | 52 | 24 | 25 | 23 |
Bars Traded | 4754 | 2707 | 2047 | 4754 | 2707 | 2047 |
Profit Streak | 1.6366 | 0 | 2.1366 | 1.6366 | 0 | 2.1366 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -312738 | -169845 | -578549 | 325839 | -514265 | 340755 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 207, "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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