Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1731457.9972 | 1590236.4478 | 141221.5494 | 5270595.8344 | 1295618.6337 | 3974977.2008 |
Total P&L (%) | 1731.458 | 1590.2364 | 141.2215 | 5270.5958 | 1295.6186 | 3974.9772 |
Avg Daily Profit (%) | 0.9359 | 0.8596 | 0.0763 | 0.2156 | 0.1426 | 0.2006 |
Buy And Hold Return (%) | 58.7899 | 58.7899 | 58.7899 | 58.7899 | 58.7899 | 58.7899 |
Max Trade Drawdown | -109074 | -64062 | -113251 | -3030639 | -2282440 | -867695 |
Profit Factor | 4.0874 | 6.6004 | 1.5101 | 1.5823 | 1.2585 | 1.9843 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Profitability (%) | 30.8571 | 30.6818 | 31.0345 | 30.8571 | 30.6818 | 31.0345 |
Ratio Avg Win / Avg Loss | 9.1588 | 14.912 | 3.3557 | 3.5456 | 2.8432 | 4.4096 |
Largest Winning Trade | 1432726 | 1432726 | 66087 | 1681003 | 1681003 | 1330293 |
Largest Losing Trade | -16660 | -11813 | -16660 | -377799 | -377799 | -308687 |
Avg Bars in Trades | 30 | 24 | 36 | 30 | 24 | 36 |
Avg Bars in Winners | 75 | 56 | 94 | 75 | 56 | 94 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 5293 | 2129 | 3164 | 5293 | 2129 | 3164 |
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 | 499745 | 510919 | -100451 | 164272 | -8890 | 148172 |
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 100, "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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