Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2371863.1428 | 2451543.7607 | -79680.618 | -48333.8059 | 79583.3792 | -127917.1851 |
Total P&L (%) | 2371.8631 | 2451.5438 | -79.6806 | -48.3338 | 79.5834 | -127.9172 |
Avg Daily Profit (%) | 1.0665 | 1.1023 | -0.0358 | -0.0297 | 0.0263 | 0 |
Buy And Hold Return (%) | 293.0033 | 293.0033 | 293.0033 | 293.0033 | 293.0033 | 293.0033 |
Max Trade Drawdown | -166954 | -122490 | -141417 | -446631 | -323335 | -148839 |
Profit Factor | 5.531 | 11.1397 | 0.7171 | 0.9361 | 1.1869 | 0.6127 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 44.7761 | 47.0588 | 42.4242 | 44.7761 | 47.0588 | 42.4242 |
Ratio Avg Win / Avg Loss | 6.8216 | 12.5322 | 0.9733 | 1.1545 | 1.3353 | 0.8315 |
Largest Winning Trade | 2534741 | 2534741 | 35836 | 395531 | 395531 | 44727 |
Largest Losing Trade | -82553 | -47985 | -82553 | -228369 | -228369 | -93775 |
Avg Bars in Trades | 63 | 25 | 102 | 63 | 25 | 102 |
Avg Bars in Winners | 87 | 26 | 157 | 87 | 26 | 157 |
Avg Bars in Losers | 43 | 24 | 61 | 43 | 24 | 61 |
Bars Traded | 4240 | 860 | 3380 | 4240 | 860 | 3380 |
Profit Streak | 7.4185 | 7.9185 | 0 | 7.4185 | 7.9185 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -101047 | 782957 | -583748 | -701740 | -338633 | -583748 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 178 } }, "second_band": { "type": "dcl", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 178 } }, "second_band": { "type": "dcl", "factors": { "length": 117, "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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