Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 531046.2372 | 517663.4027 | 13382.8345 | -47980.9446 | 405487.6102 | -453468.5548 |
Total P&L (%) | 531.0462 | 517.6634 | 13.3828 | -47.9809 | 405.4876 | -453.4686 |
Avg Daily Profit (%) | 0.3324 | 0.324 | 0.0084 | -0.0409 | 0.1015 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -210009 | -162197 | -137022 | -809622 | -430542 | -522734 |
Profit Factor | 1.4038 | 1.737 | 1.0218 | 0.9798 | 1.3505 | 0.6275 |
Total Trades | 525 | 263 | 262 | 525 | 263 | 262 |
Winning Trades | 230 | 103 | 127 | 230 | 103 | 127 |
Losing Trades | 295 | 160 | 135 | 295 | 160 | 135 |
Profitability (%) | 43.8095 | 39.1635 | 48.4733 | 43.8095 | 39.1635 | 48.4733 |
Ratio Avg Win / Avg Loss | 1.8005 | 2.6982 | 1.0862 | 1.2567 | 2.0979 | 0.6671 |
Largest Winning Trade | 394178 | 394178 | 50926 | 603719 | 603719 | 51587 |
Largest Losing Trade | -50646 | -28343 | -50646 | -184390 | -87982 | -184390 |
Avg Bars in Trades | 35 | 36 | 35 | 35 | 36 | 35 |
Avg Bars in Winners | 51 | 55 | 48 | 51 | 55 | 48 |
Avg Bars in Losers | 23 | 23 | 23 | 23 | 23 | 23 |
Bars Traded | 18876 | 9546 | 9330 | 18876 | 9546 | 9330 |
Profit Streak | 0 | 0 | 18.6084 | 0 | 0 | 18.6084 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408025 | 323861 | -437893 | -578775 | -59415 | -579994 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 163 } }, "second_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 163 } }, "second_band": { "type": "dcm", "factors": { "length": 151, "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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