Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 623422.745 | 467820.1888 | 155602.5563 | 1243690.6578 | 582111.0794 | 661579.5785 |
Total P&L (%) | 623.4227 | 467.8202 | 155.6026 | 1243.6907 | 582.1111 | 661.5796 |
Avg Daily Profit (%) | 0.3279 | 0.246 | 0.0818 | 0.1367 | 0.101 | 0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110228 | -106787 | -145978 | -1337921 | -1682985 | -1129332 |
Profit Factor | 1.6749 | 2.1051 | 1.311 | 1.1279 | 1.1186 | 1.1374 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 92 | 49 | 43 | 92 | 49 | 43 |
Losing Trades | 95 | 45 | 50 | 95 | 45 | 50 |
Profitability (%) | 49.1979 | 52.1277 | 46.2366 | 49.1979 | 52.1277 | 46.2366 |
Ratio Avg Win / Avg Loss | 1.7296 | 1.9332 | 1.5244 | 1.1647 | 1.0273 | 1.3226 |
Largest Winning Trade | 111881 | 111881 | 70422 | 826359 | 734081 | 826359 |
Largest Losing Trade | -57164 | -33495 | -57164 | -625465 | -625465 | -484572 |
Avg Bars in Trades | 59 | 39 | 79 | 59 | 39 | 79 |
Avg Bars in Winners | 80 | 40 | 125 | 80 | 40 | 125 |
Avg Bars in Losers | 39 | 38 | 39 | 39 | 38 | 39 |
Bars Traded | 11095 | 3705 | 7390 | 11095 | 3705 | 7390 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466955 | 431649 | -84194 | -89194 | -147732 | -121057 |
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{ "first_band": { "type": "dcm", "factors": { "length": 176, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 176, "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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