Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 659818.3326 | 541660.7556 | 118157.5769 | 715764.2009 | 264943.6461 | 450820.5548 |
Total P&L (%) | 659.8183 | 541.6608 | 118.1576 | 715.7642 | 264.9436 | 450.8206 |
Avg Daily Profit (%) | 0.2734 | 0.2244 | 0.049 | 0.087 | 0.0536 | 0.0707 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129392 | -86163 | -210130 | -691358 | -610792 | -399029 |
Profit Factor | 1.2826 | 1.4801 | 1.098 | 1.0882 | 1.0654 | 1.1109 |
Total Trades | 1008 | 504 | 504 | 1008 | 504 | 504 |
Winning Trades | 326 | 164 | 162 | 326 | 164 | 162 |
Losing Trades | 682 | 340 | 342 | 682 | 340 | 342 |
Profitability (%) | 32.3413 | 32.5397 | 32.1429 | 32.3413 | 32.5397 | 32.1429 |
Ratio Avg Win / Avg Loss | 2.6833 | 3.0685 | 2.3179 | 2.2765 | 2.2088 | 2.3451 |
Largest Winning Trade | 282957 | 282957 | 46788 | 269521 | 269521 | 182080 |
Largest Losing Trade | -23243 | -17124 | -23243 | -89992 | -89992 | -69478 |
Avg Bars in Trades | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Winners | 19 | 18 | 19 | 19 | 18 | 19 |
Avg Bars in Losers | 4 | 5 | 4 | 4 | 5 | 4 |
Bars Traded | 9637 | 4738 | 4899 | 9637 | 4738 | 4899 |
Profit Streak | 7.8034 | 0 | 11.3034 | 7.8034 | 0 | 11.3034 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327127 | 219879 | -243155 | -199489 | -273184 | -199954 |
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{ "first_band": { "type": "dcm", "factors": { "length": 15, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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