Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408484.6815 | 370222.1266 | 38262.5549 | 684315.554 | 622216.8171 | 62098.7369 |
Total P&L (%) | 408.4847 | 370.2221 | 38.2626 | 684.3156 | 622.2168 | 62.0987 |
Avg Daily Profit (%) | 0.2893 | 0.2622 | 0.0271 | 0.146 | 0.1401 | 0.0342 |
Buy And Hold Return (%) | 83.4882 | 83.4882 | 83.4882 | 83.4882 | 83.4882 | 83.4882 |
Max Trade Drawdown | -73894 | -54063 | -85618 | -474250 | -388218 | -488422 |
Profit Factor | 1.9264 | 2.8466 | 1.1591 | 1.3472 | 1.6075 | 1.0656 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 51.8519 | 56.0976 | 47.5 | 51.8519 | 56.0976 | 47.5 |
Ratio Avg Win / Avg Loss | 1.7888 | 2.2278 | 1.2812 | 1.251 | 1.258 | 1.1778 |
Largest Winning Trade | 137611 | 137611 | 60468 | 382366 | 382366 | 270025 |
Largest Losing Trade | -30052 | -30052 | -28452 | -243345 | -243345 | -123786 |
Avg Bars in Trades | 65 | 49 | 81 | 65 | 49 | 81 |
Avg Bars in Winners | 71 | 56 | 89 | 71 | 56 | 89 |
Avg Bars in Losers | 58 | 40 | 73 | 58 | 40 | 73 |
Bars Traded | 5278 | 2036 | 3241 | 5278 | 2036 | 3241 |
Profit Streak | 0 | 0 | 597.2242 | 0 | 0 | 597.2242 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -5423 | 452762 | -368288 | -13424 | -2801 | -461700 |
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 185, "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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