Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 635934.2228 | 362065.1178 | 273869.1051 | 7182845.2002 | 7005994.7324 | 176850.4678 |
Total P&L (%) | 635.9342 | 362.0651 | 273.8691 | 7182.8452 | 7005.9947 | 176.8505 |
Avg Daily Profit (%) | 0.378 | 0.2152 | 0.1628 | 0.2552 | 0.2538 | 0.0606 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83862 | -69313 | -64658 | -11294061 | -3495949 | -8923090 |
Profit Factor | 1.5901 | 1.696 | 1.4913 | 1.1967 | 1.3903 | 1.0095 |
Total Trades | 487 | 244 | 243 | 487 | 244 | 243 |
Winning Trades | 246 | 126 | 120 | 246 | 126 | 120 |
Losing Trades | 241 | 118 | 123 | 241 | 118 | 123 |
Profitability (%) | 50.5133 | 51.6393 | 49.3827 | 50.5133 | 51.6393 | 49.3827 |
Ratio Avg Win / Avg Loss | 1.5578 | 1.5883 | 1.5285 | 1.1724 | 1.3021 | 1.0348 |
Largest Winning Trade | 63235 | 63235 | 48285 | 4198564 | 4198564 | 3229139 |
Largest Losing Trade | -21711 | -20200 | -21711 | -2237965 | -1767011 | -2237965 |
Avg Bars in Trades | 41 | 32 | 49 | 41 | 32 | 49 |
Avg Bars in Winners | 49 | 33 | 65 | 49 | 33 | 65 |
Avg Bars in Losers | 32 | 31 | 33 | 32 | 31 | 33 |
Bars Traded | 20006 | 8030 | 11976 | 20006 | 8030 | 11976 |
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 | 544993 | 428346 | 365141 | 252373 | 362408 | -321638 |
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 108, "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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