Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477127.3102 | 192125.0554 | 285002.2548 | 1209111.9289 | 71076.9743 | 1138034.9546 |
Total P&L (%) | 477.1273 | 192.1251 | 285.0023 | 1209.1119 | 71.077 | 1138.035 |
Avg Daily Profit (%) | 0.3159 | 0.1272 | 0.1887 | 0.1704 | 0.0356 | 0.1667 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87131 | -73533 | -93190 | -1328520 | -1262632 | -866406 |
Profit Factor | 1.2916 | 1.2814 | 1.2989 | 1.0927 | 1.0123 | 1.1571 |
Total Trades | 795 | 398 | 397 | 795 | 398 | 397 |
Winning Trades | 411 | 193 | 218 | 411 | 193 | 218 |
Losing Trades | 384 | 205 | 179 | 384 | 205 | 179 |
Profitability (%) | 51.6981 | 48.4925 | 54.9118 | 51.6981 | 48.4925 | 54.9118 |
Ratio Avg Win / Avg Loss | 1.2067 | 1.3611 | 1.0665 | 1.0209 | 1.0752 | 0.9501 |
Largest Winning Trade | 29378 | 27642 | 29378 | 311037 | 277066 | 311037 |
Largest Losing Trade | -50650 | -15454 | -50650 | -371680 | -247599 | -371680 |
Avg Bars in Trades | 22 | 16 | 28 | 22 | 16 | 28 |
Avg Bars in Winners | 23 | 15 | 31 | 23 | 15 | 31 |
Avg Bars in Losers | 21 | 17 | 26 | 21 | 17 | 26 |
Bars Traded | 18026 | 6563 | 11463 | 18026 | 6563 | 11463 |
Profit Streak | 0 | 0 | 9.3342 | 0 | 0 | 9.3342 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 493605 | -22010 | 401294 | -105698 | -351225 | -38047 |
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{ "first_band": { "type": "dcm", "factors": { "length": 60, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 60, "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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