Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276044.8803 | 187978.8081 | 88066.0722 | 365223.4483 | 220774.8174 | 144448.6309 |
Total P&L (%) | 276.0449 | 187.9788 | 88.0661 | 365.2234 | 220.7748 | 144.4486 |
Avg Daily Profit (%) | 0.2204 | 0.1501 | 0.0703 | 0.1228 | 0.0931 | 0.0714 |
Buy And Hold Return (%) | 41.9219 | 41.9219 | 41.9219 | 41.9219 | 41.9219 | 41.9219 |
Max Trade Drawdown | -79940 | -49471 | -68399 | -147807 | -147807 | -92300 |
Profit Factor | 1.7115 | 2.1609 | 1.3896 | 1.5769 | 1.7171 | 1.4442 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 113 | 54 | 59 | 113 | 54 | 59 |
Losing Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Profitability (%) | 77.931 | 75 | 80.8219 | 77.931 | 75 | 80.8219 |
Ratio Avg Win / Avg Loss | 0.4847 | 0.7203 | 0.3297 | 0.4466 | 0.5724 | 0.3427 |
Largest Winning Trade | 21696 | 17265 | 21696 | 56091 | 56091 | 44222 |
Largest Losing Trade | -50249 | -49471 | -50249 | -147807 | -147807 | -78279 |
Avg Bars in Trades | 24 | 30 | 18 | 24 | 30 | 18 |
Avg Bars in Winners | 10 | 13 | 7 | 10 | 13 | 7 |
Avg Bars in Losers | 73 | 82 | 62 | 73 | 82 | 62 |
Bars Traded | 3539 | 2208 | 1331 | 3539 | 2208 | 1331 |
Profit Streak | 27.4128 | 144.0795 | 27.4128 | 27.4128 | 144.0795 | 27.4128 |
Trades During Streak | 6 | 11 | 3 | 6 | 11 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508329 | -67608 | -172291 | -22825 | -143709 | -167018 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 188, "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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