Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1173963.7439 | 964691.8645 | 209271.8794 | 48297472.3654 | 21493740.9081 | 26803731.4574 |
Total P&L (%) | 1173.9637 | 964.6919 | 209.2719 | 48297.4724 | 21493.7409 | 26803.7315 |
Avg Daily Profit (%) | 0.4689 | 0.3853 | 0.0836 | 0.2472 | 0.2149 | 0.2237 |
Buy And Hold Return (%) | 334.3972 | 334.3972 | 334.3972 | 334.3972 | 334.3972 | 334.3972 |
Max Trade Drawdown | -129838 | -79591 | -95020 | -23063330 | -11245680 | -18101719 |
Profit Factor | 2.612 | 3.9236 | 1.5254 | 1.6337 | 1.5335 | 1.746 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Losing Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Profitability (%) | 50.303 | 50 | 50.6024 | 50.303 | 50 | 50.6024 |
Ratio Avg Win / Avg Loss | 2.5805 | 3.9236 | 1.4891 | 1.614 | 1.5335 | 1.7045 |
Largest Winning Trade | 384183 | 384183 | 59967 | 11313848 | 8679482 | 11313848 |
Largest Losing Trade | -35721 | -28803 | -35721 | -8073432 | -8073432 | -6593963 |
Avg Bars in Trades | 59 | 47 | 71 | 59 | 47 | 71 |
Avg Bars in Winners | 79 | 56 | 101 | 79 | 56 | 101 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 9852 | 3879 | 5973 | 9852 | 3879 | 5973 |
Profit Streak | 19.7044 | 0 | 20.9544 | 19.7044 | 0 | 20.9544 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 508348 | 322411 | -245368 | 467827 | 227844 | 426562 |
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{ "first_band": { "type": "dcm", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 156, "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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