Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 529183.6028 | 450850.1075 | 78333.4953 | 1677333.3766 | 1003503.6739 | 673829.7027 |
Total P&L (%) | 529.1836 | 450.8501 | 78.3335 | 1677.3334 | 1003.5037 | 673.8297 |
Avg Daily Profit (%) | 0.3748 | 0.3193 | 0.0555 | 0.204 | 0.1702 | 0.145 |
Buy And Hold Return (%) | 71.9461 | 71.9461 | 71.9461 | 71.9461 | 71.9461 | 71.9461 |
Max Trade Drawdown | -103806 | -76120 | -111438 | -2072818 | -1642476 | -1615967 |
Profit Factor | 2.1361 | 2.7874 | 1.3668 | 1.2697 | 1.279 | 1.2569 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 49.4505 | 47.8261 | 51.1111 | 49.4505 | 47.8261 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.1836 | 3.0408 | 1.3074 | 1.2979 | 1.3953 | 1.2022 |
Largest Winning Trade | 137611 | 137611 | 61519 | 1143433 | 1143433 | 860279 |
Largest Losing Trade | -30052 | -30052 | -29544 | -675755 | -673552 | -675755 |
Avg Bars in Trades | 58 | 45 | 71 | 58 | 45 | 71 |
Avg Bars in Winners | 65 | 53 | 77 | 65 | 53 | 77 |
Avg Bars in Losers | 51 | 38 | 65 | 51 | 38 | 65 |
Bars Traded | 5292 | 2090 | 3202 | 5292 | 2090 | 3202 |
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 | 490448 | 457189 | -256292 | 287991 | 250804 | 35979 |
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{ "first_band": { "type": "dcm", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 143, "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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