Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270267.3546 | 15523.1037 | 254744.2509 | 192081.003 | -105975.3557 | 298056.3587 |
Total P&L (%) | 270.2674 | 15.5231 | 254.7443 | 192.081 | -105.9754 | 298.0564 |
Avg Daily Profit (%) | 0.1779 | 0.0102 | 0.1677 | 0.0706 | 0 | 0.091 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103064 | -105780 | -51563 | -361835 | -319348 | -153828 |
Profit Factor | 1.2528 | 1.0234 | 1.6301 | 1.0702 | 0.9352 | 1.2705 |
Total Trades | 405 | 202 | 203 | 405 | 202 | 203 |
Winning Trades | 190 | 80 | 110 | 190 | 80 | 110 |
Losing Trades | 215 | 122 | 93 | 215 | 122 | 93 |
Profitability (%) | 46.9136 | 39.604 | 54.1872 | 46.9136 | 39.604 | 54.1872 |
Ratio Avg Win / Avg Loss | 1.4177 | 1.5606 | 1.3782 | 1.211 | 1.4262 | 1.0742 |
Largest Winning Trade | 68659 | 68659 | 37791 | 142064 | 142064 | 100780 |
Largest Losing Trade | -46149 | -25416 | -46149 | -152155 | -67852 | -152155 |
Avg Bars in Trades | 11 | 15 | 6 | 11 | 15 | 6 |
Avg Bars in Winners | 13 | 21 | 7 | 13 | 21 | 7 |
Avg Bars in Losers | 9 | 12 | 5 | 9 | 12 | 5 |
Bars Traded | 4520 | 3177 | 1343 | 4520 | 3177 | 1343 |
Profit Streak | 4.1072 | 0 | 7.7739 | 4.1072 | 0 | 7.7739 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 298887 | -386041 | 407688 | -240939 | -582374 | -69586 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "offset": 0 } } }
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# | 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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