Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -419727.7432 | 65931.8096 | -485659.5528 | 2188452.2965 | 650994.8043 | 1537457.4923 |
Total P&L (%) | -419.7277 | 65.9318 | -485.6596 | 2188.4523 | 650.9948 | 1537.4575 |
Avg Daily Profit (%) | -0.472 | 0.0741 | -0.5461 | 0.3526 | 0.227 | 0.3149 |
Buy And Hold Return (%) | 391.6548 | 391.6548 | 391.6548 | 391.6548 | 391.6548 | 391.6548 |
Max Trade Drawdown | -500639 | -28074 | -540668 | -465812 | -465812 | -399680 |
Profit Factor | 0.4447 | 1.7093 | 0.2673 | 2.5958 | 2.0381 | 3.0657 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 71 | 35 | 36 | 45 | 23 | 22 |
Losing Trades | 10 | 6 | 4 | 36 | 18 | 18 |
Profitability (%) | 87.6543 | 85.3659 | 90 | 55.5556 | 56.0976 | 55 |
Ratio Avg Win / Avg Loss | 0.0626 | 0.293 | 0.0297 | 2.0767 | 1.5951 | 2.5083 |
Largest Winning Trade | 19877 | 19877 | 18903 | 1459288 | 410908 | 1459288 |
Largest Losing Trade | -459607 | -28074 | -459607 | -465812 | -465812 | -259697 |
Avg Bars in Trades | 60 | 27 | 95 | 60 | 27 | 95 |
Avg Bars in Winners | 18 | 15 | 20 | 42 | 20 | 65 |
Avg Bars in Losers | 361 | 92 | 763 | 83 | 35 | 131 |
Bars Traded | 4912 | 1110 | 3802 | 4912 | 1110 | 3802 |
Profit Streak | 13.3638 | 218.6971 | 0 | 13.3638 | 218.6971 | 0 |
Trades During Streak | 1 | 11 | 0 | 1 | 11 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -591540 | -253001 | -575888 | -1602 | 203539 | 477510 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 190, "offset": 174 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcl", "factors": { "length": 190, "offset": 174 } } }
# | 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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