Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 790230.2718 | 622131.2443 | 168099.0275 | 1767719.6526 | 503605.0886 | 1264114.5641 |
Total P&L (%) | 790.2303 | 622.1312 | 168.099 | 1767.7197 | 503.6051 | 1264.1146 |
Avg Daily Profit (%) | 0.3324 | 0.2617 | 0.0707 | 0.1232 | 0.0756 | 0.11 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149777 | -103395 | -173584 | -7511669 | -5215790 | -4781870 |
Profit Factor | 1.4009 | 1.6856 | 1.158 | 1.0347 | 1.0205 | 1.0479 |
Total Trades | 601 | 301 | 300 | 601 | 301 | 300 |
Winning Trades | 207 | 101 | 106 | 207 | 101 | 106 |
Losing Trades | 394 | 200 | 194 | 394 | 200 | 194 |
Profitability (%) | 34.4426 | 33.5548 | 35.3333 | 34.4426 | 33.5548 | 35.3333 |
Ratio Avg Win / Avg Loss | 2.6665 | 3.3379 | 2.1194 | 1.9694 | 2.0208 | 1.9178 |
Largest Winning Trade | 175268 | 175268 | 54122 | 2363055 | 2363055 | 1948756 |
Largest Losing Trade | -33484 | -28258 | -33484 | -932791 | -932791 | -822124 |
Avg Bars in Trades | 11 | 10 | 13 | 11 | 10 | 13 |
Avg Bars in Winners | 22 | 20 | 24 | 22 | 20 | 24 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 7094 | 3170 | 3924 | 7094 | 3170 | 3924 |
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 | 300542 | 239737 | -148515 | -212035 | -293505 | -216945 |
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{ "first_band": { "type": "dcm", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "hl2", "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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