Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79575.5016 | 34804.0669 | 44771.4348 | 101138.4696 | 29918.4071 | 71220.0625 |
Total P&L (%) | 79.5755 | 34.8041 | 44.7714 | 101.1385 | 29.9184 | 71.2201 |
Avg Daily Profit (%) | 0.1733 | 0.0758 | 0.0975 | 0.1523 | 0.057 | 0.1172 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24848 | -16418 | -21173 | -34380 | -34380 | -24815 |
Profit Factor | 1.5928 | 1.4956 | 1.6994 | 1.601 | 1.3112 | 1.987 |
Total Trades | 332 | 166 | 166 | 332 | 166 | 166 |
Winning Trades | 248 | 122 | 126 | 248 | 122 | 126 |
Losing Trades | 84 | 44 | 40 | 84 | 44 | 40 |
Profitability (%) | 74.6988 | 73.494 | 75.9036 | 74.6988 | 73.494 | 75.9036 |
Ratio Avg Win / Avg Loss | 0.5395 | 0.5394 | 0.5395 | 0.5423 | 0.4729 | 0.6308 |
Largest Winning Trade | 10889 | 10889 | 10667 | 22111 | 11191 | 22111 |
Largest Losing Trade | -21173 | -14987 | -21173 | -34380 | -34380 | -24815 |
Avg Bars in Trades | 31 | 31 | 30 | 31 | 31 | 30 |
Avg Bars in Winners | 18 | 20 | 17 | 18 | 20 | 17 |
Avg Bars in Losers | 66 | 62 | 71 | 66 | 62 | 71 |
Bars Traded | 10298 | 5278 | 5020 | 10298 | 5278 | 5020 |
Profit Streak | 596.1909 | 0 | 612.1492 | 596.1909 | 0 | 612.1492 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 444807 | -92199 | -59889 | 440005 | -118804 | -31286 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 233, "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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