Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1111689.1699 | 1154888.4601 | -43199.2902 | 237847.0224 | 869987.365 | -632140.3426 |
Total P&L (%) | 1111.6892 | 1154.8885 | -43.1993 | 237.847 | 869.9874 | -632.1403 |
Avg Daily Profit (%) | 0.5124 | 0.5323 | -0.0199 | 0.0561 | 0.1048 | 0 |
Buy And Hold Return (%) | 495.6023 | 495.6023 | 495.6023 | 495.6023 | 495.6023 | 495.6023 |
Max Trade Drawdown | -204673 | -142764 | -122562 | -1159293 | -439960 | -1039964 |
Profit Factor | 2.6566 | 4.3532 | 0.8678 | 1.0949 | 1.7817 | 0.5467 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 46.8468 | 48.2143 | 45.4545 | 46.8468 | 48.2143 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.0142 | 4.6757 | 1.0413 | 1.2422 | 1.9137 | 0.656 |
Largest Winning Trade | 948278 | 948278 | 61872 | 804784 | 804784 | 174694 |
Largest Losing Trade | -50531 | -37378 | -50531 | -529494 | -196374 | -529494 |
Avg Bars in Trades | 111 | 120 | 102 | 111 | 120 | 102 |
Avg Bars in Winners | 165 | 177 | 151 | 165 | 177 | 151 |
Avg Bars in Losers | 63 | 66 | 61 | 63 | 66 | 61 |
Bars Traded | 12351 | 6720 | 5631 | 12351 | 6720 | 5631 |
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 | 344718 | -167238 | -760934 | -400866 | -238578 | -762601 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 211 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 211 } }, "second_band": { "type": "dcm", "factors": { "length": 61, "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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