Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247250.2465 | 196998.6424 | 50251.6041 | 104158.8942 | 130407.1272 | -26248.2329 |
Total P&L (%) | 247.2502 | 196.9986 | 50.2516 | 104.1589 | 130.4071 | -26.2482 |
Avg Daily Profit (%) | 0.1728 | 0.1377 | 0.0351 | 0.0499 | 0.0583 | -0.0213 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83493 | -51757 | -64538 | -310463 | -204517 | -289339 |
Profit Factor | 1.4039 | 1.6926 | 1.1533 | 1.094 | 1.2492 | 0.9552 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 172 | 85 | 87 | 172 | 85 | 87 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 75.7709 | 75.2212 | 76.3158 | 75.7709 | 75.2212 | 76.3158 |
Ratio Avg Win / Avg Loss | 0.4489 | 0.5576 | 0.3579 | 0.3498 | 0.4115 | 0.2964 |
Largest Winning Trade | 37518 | 37518 | 15924 | 38478 | 38102 | 38478 |
Largest Losing Trade | -64538 | -51521 | -64538 | -289339 | -204517 | -289339 |
Avg Bars in Trades | 23 | 28 | 17 | 23 | 28 | 17 |
Avg Bars in Winners | 10 | 14 | 7 | 10 | 14 | 7 |
Avg Bars in Losers | 61 | 74 | 48 | 61 | 74 | 48 |
Bars Traded | 5256 | 3272 | 1984 | 5256 | 3272 | 1984 |
Profit Streak | 28.453 | 0 | 59.953 | 28.453 | 0 | 59.953 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 424339 | -5252 | -196167 | -239783 | -113334 | -576085 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 103, "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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