Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 350620.8384 | 231585.0911 | 119035.7473 | 972502.2098 | 1439877.951 | -467375.7412 |
Total P&L (%) | 350.6208 | 231.5851 | 119.0357 | 972.5022 | 1439.878 | -467.3757 |
Avg Daily Profit (%) | 0.193 | 0.1275 | 0.0655 | 0.1307 | 0.1506 | 0 |
Buy And Hold Return (%) | 140.8576 | 140.8576 | 140.8576 | 140.8576 | 140.8576 | 140.8576 |
Max Trade Drawdown | -55799 | -69617 | -82074 | -767668 | -183616 | -1149981 |
Profit Factor | 2.1457 | 2.7584 | 1.6828 | 1.4598 | 3.6364 | 0.7021 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 22 | 10 | 12 | 22 | 10 | 12 |
Profitability (%) | 63.3333 | 66.6667 | 60 | 63.3333 | 66.6667 | 60 |
Ratio Avg Win / Avg Loss | 1.2422 | 1.3792 | 1.1218 | 0.8452 | 1.8182 | 0.4681 |
Largest Winning Trade | 49195 | 49195 | 44204 | 549729 | 549729 | 162800 |
Largest Losing Trade | -39765 | -39765 | -32876 | -452407 | -119921 | -452407 |
Avg Bars in Trades | 81 | 94 | 68 | 81 | 94 | 68 |
Avg Bars in Winners | 57 | 67 | 46 | 57 | 67 | 46 |
Avg Bars in Losers | 122 | 148 | 101 | 122 | 148 | 101 |
Bars Traded | 4891 | 2840 | 2051 | 4891 | 2840 | 2051 |
Profit Streak | 42.8428 | 42.8428 | 43.5095 | 42.8428 | 42.8428 | 43.5095 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -163445 | -25310 | -266921 | -189192 | 614717 | -578541 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 249, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 249, "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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