Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 863524.6316 | 685664.2388 | 177860.3928 | 3480440.1041 | 3983785.0766 | -503344.9725 |
Total P&L (%) | 863.5246 | 685.6642 | 177.8604 | 3480.4401 | 3983.7851 | -503.345 |
Avg Daily Profit (%) | 0.3626 | 0.2879 | 0.0747 | 0.1504 | 0.1559 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -176741 | -106200 | -112986 | -10887881 | -3862604 | -7184992 |
Profit Factor | 1.879 | 2.5248 | 1.3339 | 1.1018 | 1.2535 | 0.9728 |
Total Trades | 173 | 87 | 86 | 173 | 87 | 86 |
Winning Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Losing Trades | 86 | 45 | 41 | 86 | 45 | 41 |
Profitability (%) | 50.289 | 48.2759 | 52.3256 | 50.289 | 48.2759 | 52.3256 |
Ratio Avg Win / Avg Loss | 1.8574 | 2.7051 | 1.2153 | 1.0891 | 1.3431 | 0.8863 |
Largest Winning Trade | 223414 | 223414 | 72163 | 3899857 | 2808227 | 3899857 |
Largest Losing Trade | -60391 | -30824 | -60391 | -3569482 | -2541008 | -3569482 |
Avg Bars in Trades | 40 | 24 | 55 | 40 | 24 | 55 |
Avg Bars in Winners | 53 | 28 | 76 | 53 | 28 | 76 |
Avg Bars in Losers | 26 | 21 | 32 | 26 | 21 | 32 |
Bars Traded | 6948 | 2169 | 4779 | 6948 | 2169 | 4779 |
Profit Streak | 0 | 0 | 46.8233 | 0 | 0 | 46.8233 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 501767 | 463967 | -91462 | -100001 | 242870 | -579311 |
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "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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