Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1635696.3109 | 1497888.0668 | 137808.2441 | 21367414.342 | 15461968.0611 | 5905446.2809 |
Total P&L (%) | 1635.6963 | 1497.8881 | 137.8082 | 21367.4143 | 15461.9681 | 5905.4463 |
Avg Daily Profit (%) | 0.8946 | 0.8193 | 0.0754 | 0.2941 | 0.2764 | 0.2242 |
Buy And Hold Return (%) | 711.8178 | 711.8178 | 711.8178 | 711.8178 | 711.8178 | 711.8178 |
Max Trade Drawdown | -104645 | -62041 | -72068 | -21086957 | -9513012 | -13873517 |
Profit Factor | 3.1869 | 5.2926 | 1.3454 | 1.2816 | 1.4152 | 1.1528 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Profitability (%) | 33.0396 | 33.6283 | 32.4561 | 33.0396 | 33.6283 | 32.4561 |
Ratio Avg Win / Avg Loss | 6.4588 | 10.4459 | 2.7999 | 2.5973 | 2.7931 | 2.3991 |
Largest Winning Trade | 887631 | 887631 | 77400 | 12915436 | 12915436 | 7003410 |
Largest Losing Trade | -23691 | -18038 | -23691 | -3414254 | -3414254 | -3195726 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 52 | 45 | 60 | 52 | 45 | 60 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 5380 | 2417 | 2963 | 5380 | 2417 | 2963 |
Profit Streak | 0 | 25.7502 | 0 | 0 | 25.7502 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335021 | 348358 | -263408 | 172599 | 189643 | -49864 |
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{ "first_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "hl2", "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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