Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 274355.5313 | 52586.0792 | 221769.4521 | 217940.4329 | -48579.5505 | 266519.9833 |
Total P&L (%) | 274.3555 | 52.5861 | 221.7695 | 217.9404 | -48.5796 | 266.52 |
Avg Daily Profit (%) | 0.2113 | 0.0405 | 0.1708 | 0.0891 | -0.0512 | 0.1001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110164 | -61520 | -101446 | -295606 | -200066 | -274832 |
Profit Factor | 1.4689 | 1.1982 | 1.6933 | 1.1581 | 0.9217 | 1.3514 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 54.8387 | 48.7179 | 61.039 | 54.8387 | 48.7179 | 61.039 |
Ratio Avg Win / Avg Loss | 1.2097 | 1.2613 | 1.0808 | 0.9537 | 0.9702 | 0.8626 |
Largest Winning Trade | 69076 | 32201 | 69076 | 109099 | 68999 | 109099 |
Largest Losing Trade | -55533 | -27165 | -55533 | -131333 | -55308 | -131333 |
Avg Bars in Trades | 24 | 14 | 33 | 24 | 14 | 33 |
Avg Bars in Winners | 26 | 12 | 38 | 26 | 12 | 38 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 3743 | 1162 | 2581 | 3743 | 1162 | 2581 |
Profit Streak | 14.669 | 14.669 | 23.0024 | 14.669 | 14.669 | 23.0024 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 418480 | -176524 | -30233 | -119456 | -614867 | -100320 |
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{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "hilo", "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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