Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 519438.4057 | 459219.7086 | 60218.697 | 373002.2924 | -552617.681 | 925619.9734 |
Total P&L (%) | 519.4384 | 459.2197 | 60.2187 | 373.0023 | -552.6177 | 925.62 |
Avg Daily Profit (%) | 0.2712 | 0.2398 | 0.0314 | 0.0812 | 0 | 0.1216 |
Buy And Hold Return (%) | 92.2143 | 92.2143 | 92.2143 | 92.2143 | 92.2143 | 92.2143 |
Max Trade Drawdown | -134379 | -113888 | -81553 | -2238244 | -2344412 | -1296925 |
Profit Factor | 1.8561 | 2.2586 | 1.249 | 1.0418 | 0.9043 | 1.2946 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 76 | 40 | 36 | 76 | 40 | 36 |
Profitability (%) | 51.8987 | 49.3671 | 54.4304 | 51.8987 | 49.3671 | 54.4304 |
Ratio Avg Win / Avg Loss | 1.7203 | 2.3166 | 1.0457 | 0.9656 | 0.9275 | 1.0839 |
Largest Winning Trade | 261069 | 261069 | 42247 | 823601 | 823601 | 510092 |
Largest Losing Trade | -50994 | -32747 | -50994 | -857490 | -676935 | -857490 |
Avg Bars in Trades | 22 | 35 | 10 | 22 | 35 | 10 |
Avg Bars in Winners | 26 | 41 | 12 | 26 | 41 | 12 |
Avg Bars in Losers | 19 | 29 | 8 | 19 | 29 | 8 |
Bars Traded | 3613 | 2798 | 815 | 3613 | 2798 | 815 |
Profit Streak | 16.1893 | 16.6893 | 16.1893 | 16.1893 | 16.6893 | 16.1893 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492447 | -15721 | -342413 | -260501 | -607409 | -55689 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 72 } }, "second_band": { "type": "dcm", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 72 } }, "second_band": { "type": "dcm", "factors": { "length": 170, "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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