Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2091162.1408 | 2017713.0248 | 73449.116 | 35739257.327 | 142405283.5213 | -106666026.1943 |
Total P&L (%) | 2091.1621 | 2017.713 | 73.4491 | 35739.2573 | 142405.2835 | -106666.0262 |
Avg Daily Profit (%) | 0.9175 | 0.8853 | 0.0322 | 0.2584 | 0.3191 | 0 |
Buy And Hold Return (%) | 7987.4105 | 7987.4105 | 7987.4105 | 7987.4105 | 7987.4105 | 7987.4105 |
Max Trade Drawdown | -194628 | -118764 | -150697 | -304535351 | -148340572 | -219802014 |
Profit Factor | 2.4099 | 3.3643 | 1.1166 | 1.037 | 1.2989 | 0.7819 |
Total Trades | 495 | 247 | 248 | 495 | 247 | 248 |
Winning Trades | 251 | 121 | 130 | 251 | 121 | 130 |
Losing Trades | 244 | 126 | 118 | 244 | 126 | 118 |
Profitability (%) | 50.7071 | 48.9879 | 52.4194 | 50.7071 | 48.9879 | 52.4194 |
Ratio Avg Win / Avg Loss | 2.3427 | 3.5033 | 1.0136 | 1.0081 | 1.3526 | 0.7097 |
Largest Winning Trade | 960167 | 960167 | 37561 | 67136820 | 67136820 | 39907123 |
Largest Losing Trade | -53653 | -32630 | -53653 | -67978795 | -67978795 | -58696599 |
Avg Bars in Trades | 18 | 26 | 10 | 18 | 26 | 10 |
Avg Bars in Winners | 20 | 28 | 12 | 20 | 28 | 12 |
Avg Bars in Losers | 15 | 23 | 8 | 15 | 23 | 8 |
Bars Traded | 9012 | 6423 | 2589 | 9012 | 6423 | 2589 |
Profit Streak | 14.3454 | 0 | 17.8454 | 14.3454 | 0 | 17.8454 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144369 | -145483 | -405959 | -169522 | 351147 | -578878 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 47, "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) |
---|