Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164972.333 | 74249.0474 | 90723.2856 | 84720.9713 | 102019.5898 | -17298.6185 |
Total P&L (%) | 164.9723 | 74.249 | 90.7233 | 84.721 | 102.0196 | -17.2986 |
Avg Daily Profit (%) | 0.1782 | 0.0802 | 0.098 | 0.0663 | 0.076 | -0.0205 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130770 | -74686 | -80886 | -116379 | -27631 | -104615 |
Profit Factor | 1.4041 | 1.4791 | 1.3583 | 1.2078 | 1.9066 | 0.9414 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 92 | 45 | 47 | 92 | 45 | 47 |
Losing Trades | 80 | 41 | 39 | 80 | 41 | 39 |
Profitability (%) | 53.4884 | 52.3256 | 54.6512 | 53.4884 | 52.3256 | 54.6512 |
Ratio Avg Win / Avg Loss | 1.221 | 1.3476 | 1.1271 | 1.0502 | 1.7371 | 0.7812 |
Largest Winning Trade | 37378 | 23310 | 37378 | 43039 | 28799 | 43039 |
Largest Losing Trade | -64294 | -19072 | -64294 | -84777 | -27631 | -84777 |
Avg Bars in Trades | 63 | 33 | 92 | 63 | 33 | 92 |
Avg Bars in Winners | 60 | 37 | 82 | 60 | 37 | 82 |
Avg Bars in Losers | 65 | 30 | 103 | 65 | 30 | 103 |
Bars Traded | 10839 | 2920 | 7919 | 10839 | 2920 | 7919 |
Profit Streak | 24.0355 | 59.0355 | 24.0355 | 24.0355 | 59.0355 | 24.0355 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379391 | -83743 | -60888 | -102494 | -86921 | -579954 |
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{ "first_band": { "type": "dcu", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 224 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 146, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 224 } } }
# | 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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