Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 760029.1281 | 639127.5771 | 120901.551 | 3240034.3851 | 1502382.3851 | 1737652.0001 |
Total P&L (%) | 760.0291 | 639.1276 | 120.9016 | 3240.0344 | 1502.3824 | 1737.652 |
Avg Daily Profit (%) | 0.3649 | 0.3069 | 0.058 | 0.1686 | 0.1333 | 0.1399 |
Buy And Hold Return (%) | 323.3129 | 323.3129 | 323.3129 | 323.3129 | 323.3129 | 323.3129 |
Max Trade Drawdown | -113458 | -76569 | -115620 | -7858418 | -5756730 | -4669330 |
Profit Factor | 1.4771 | 1.853 | 1.1433 | 1.0624 | 1.0604 | 1.0642 |
Total Trades | 538 | 269 | 269 | 538 | 269 | 269 |
Winning Trades | 256 | 124 | 132 | 256 | 124 | 132 |
Losing Trades | 282 | 145 | 137 | 282 | 145 | 137 |
Profitability (%) | 47.5836 | 46.0967 | 49.0706 | 47.5836 | 46.0967 | 49.0706 |
Ratio Avg Win / Avg Loss | 1.6271 | 2.1668 | 1.1866 | 1.1703 | 1.24 | 1.1045 |
Largest Winning Trade | 157776 | 157776 | 44945 | 1733379 | 1584036 | 1733379 |
Largest Losing Trade | -46369 | -29258 | -46369 | -1675544 | -1564749 | -1675544 |
Avg Bars in Trades | 46 | 38 | 53 | 46 | 38 | 53 |
Avg Bars in Winners | 53 | 39 | 66 | 53 | 39 | 66 |
Avg Bars in Losers | 39 | 37 | 41 | 39 | 37 | 41 |
Bars Traded | 24760 | 10262 | 14498 | 24760 | 10262 | 14498 |
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 | 325625 | 171277 | -343624 | -142269 | -171090 | -156406 |
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 141, "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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