Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 675018.1935 | 542562.2625 | 132455.931 | 1440208.9842 | 500110.4793 | 940098.505 |
Total P&L (%) | 675.0182 | 542.5623 | 132.4559 | 1440.209 | 500.1105 | 940.0985 |
Avg Daily Profit (%) | 0.3605 | 0.2898 | 0.0707 | 0.1462 | 0.0958 | 0.1252 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62573 | -96313 | -50146 | -1491580 | -1447104 | -521577 |
Profit Factor | 1.9839 | 2.3905 | 1.4477 | 1.1388 | 1.0767 | 1.2438 |
Total Trades | 216 | 108 | 108 | 216 | 108 | 108 |
Winning Trades | 105 | 47 | 58 | 105 | 47 | 58 |
Losing Trades | 111 | 61 | 50 | 111 | 61 | 50 |
Profitability (%) | 48.6111 | 43.5185 | 53.7037 | 48.6111 | 43.5185 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.0973 | 3.1026 | 1.248 | 1.2038 | 1.3974 | 1.0722 |
Largest Winning Trade | 365727 | 365727 | 47577 | 1072600 | 1072600 | 500128 |
Largest Losing Trade | -37322 | -37322 | -34887 | -681597 | -681597 | -326330 |
Avg Bars in Trades | 24 | 31 | 18 | 24 | 31 | 18 |
Avg Bars in Winners | 31 | 40 | 23 | 31 | 40 | 23 |
Avg Bars in Losers | 19 | 24 | 12 | 19 | 24 | 12 |
Bars Traded | 5399 | 3406 | 1992 | 5399 | 3406 | 1992 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 505695 | 380578 | -97003 | -64521 | -203683 | -25280 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 114 } }, "second_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 114 } }, "second_band": { "type": "dcm", "factors": { "length": 199, "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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