Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523648.8978 | 682544.5799 | -158895.6821 | -88015.5897 | 221051.4551 | -309067.0449 |
Total P&L (%) | 523.6489 | 682.5446 | -158.8957 | -88.0156 | 221.0515 | -309.067 |
Avg Daily Profit (%) | 0.2833 | 0.3692 | -0.086 | -0.1147 | 0.0631 | 0 |
Buy And Hold Return (%) | 90.5657 | 90.5657 | 90.5657 | 90.5657 | 90.5657 | 90.5657 |
Max Trade Drawdown | -240886 | -98687 | -224398 | -679189 | -355675 | -383800 |
Profit Factor | 1.5753 | 2.8111 | 0.702 | 0.9439 | 1.3715 | 0.6823 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Losing Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Profitability (%) | 48.5437 | 50 | 47.0588 | 48.5437 | 50 | 47.0588 |
Ratio Avg Win / Avg Loss | 1.6699 | 2.8111 | 0.7898 | 1.0005 | 1.3715 | 0.7676 |
Largest Winning Trade | 548713 | 548713 | 78615 | 343166 | 343166 | 290713 |
Largest Losing Trade | -66320 | -32278 | -66320 | -300046 | -152706 | -300046 |
Avg Bars in Trades | 52 | 45 | 59 | 52 | 45 | 59 |
Avg Bars in Winners | 75 | 56 | 95 | 75 | 56 | 95 |
Avg Bars in Losers | 31 | 35 | 27 | 31 | 35 | 27 |
Bars Traded | 5410 | 2383 | 3027 | 5410 | 2383 | 3027 |
Profit Streak | 4.5365 | 4.5365 | 6.8698 | 4.5365 | 4.5365 | 6.8698 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405670 | -164924 | -761291 | -578657 | -291855 | -761291 |
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{ "first_band": { "type": "dcm", "factors": { "length": 118, "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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