Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 428810.1358 | 411211.2424 | 17598.8934 | 135093.3865 | 87440.301 | 47653.0855 |
Total P&L (%) | 428.8101 | 411.2112 | 17.5989 | 135.0934 | 87.4403 | 47.6531 |
Avg Daily Profit (%) | 0.2309 | 0.2214 | 0.0095 | 0.046 | 0.0338 | 0.021 |
Buy And Hold Return (%) | 82.7314 | 82.7314 | 82.7314 | 82.7314 | 82.7314 | 82.7314 |
Max Trade Drawdown | -111057 | -106968 | -141737 | -190792 | -167285 | -155098 |
Profit Factor | 1.5887 | 2.4493 | 1.0396 | 1.1183 | 1.1698 | 1.076 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 70 | 38 | 32 | 70 | 38 | 32 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 55.1181 | 59.375 | 50.7937 | 55.1181 | 59.375 | 50.7937 |
Ratio Avg Win / Avg Loss | 1.2936 | 1.6758 | 1.0071 | 0.9106 | 0.8004 | 1.0423 |
Largest Winning Trade | 126228 | 126228 | 66060 | 95084 | 71870 | 95084 |
Largest Losing Trade | -78271 | -30663 | -78271 | -76593 | -40414 | -76593 |
Avg Bars in Trades | 27 | 18 | 37 | 27 | 18 | 37 |
Avg Bars in Winners | 30 | 16 | 47 | 30 | 16 | 47 |
Avg Bars in Losers | 24 | 20 | 27 | 24 | 20 | 27 |
Bars Traded | 3533 | 1160 | 2373 | 3533 | 1160 | 2373 |
Profit Streak | 0 | 0 | 49.4894 | 0 | 0 | 49.4894 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352805 | -126575 | -668954 | -231576 | -468855 | -613586 |
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{ "first_band": { "type": "dcm", "factors": { "length": 75, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 75, "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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