Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418083.3529 | 310523.7001 | 107559.6528 | 46827.5001 | -132873.8183 | 179701.3184 |
Total P&L (%) | 418.0834 | 310.5237 | 107.5597 | 46.8275 | -132.8738 | 179.7013 |
Avg Daily Profit (%) | 0.264 | 0.1961 | 0.0679 | 0.0243 | 0 | 0.065 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200086 | -125567 | -85319 | -1377698 | -926530 | -470520 |
Profit Factor | 1.7188 | 1.7949 | 1.5632 | 1.0167 | 0.9321 | 1.2105 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 45.977 | 44.186 | 47.7273 | 45.977 | 44.186 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.0196 | 2.2672 | 1.7121 | 1.1946 | 1.1774 | 1.3258 |
Largest Winning Trade | 283034 | 283034 | 37185 | 476731 | 476731 | 142848 |
Largest Losing Trade | -67771 | -67771 | -40406 | -653256 | -653256 | -155123 |
Avg Bars in Trades | 69 | 110 | 28 | 69 | 110 | 28 |
Avg Bars in Winners | 61 | 87 | 37 | 61 | 87 | 37 |
Avg Bars in Losers | 76 | 129 | 20 | 76 | 129 | 20 |
Bars Traded | 6025 | 4759 | 1267 | 6025 | 4759 | 1267 |
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 | 363374 | 316152 | -99983 | -365611 | -581321 | -107183 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 227, "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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