Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 304607.4368 | 274903.5311 | 29703.9058 | -2444.2543 | 413145.4351 | -415589.6893 |
Total P&L (%) | 304.6074 | 274.9035 | 29.7039 | -2.4443 | 413.1454 | -415.5897 |
Avg Daily Profit (%) | 0.164 | 0.148 | 0.016 | -0.0013 | 0.0881 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136287 | -100021 | -103170 | -864680 | -559114 | -540326 |
Profit Factor | 1.449 | 1.7931 | 1.0895 | 0.999 | 1.3271 | 0.6714 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 48.3871 | 48.9362 | 47.8261 | 48.3871 | 48.9362 | 47.8261 |
Ratio Avg Win / Avg Loss | 1.5456 | 1.8711 | 1.1886 | 1.0656 | 1.3848 | 0.7324 |
Largest Winning Trade | 224303 | 224303 | 54554 | 593579 | 593579 | 121908 |
Largest Losing Trade | -52842 | -52842 | -45519 | -407168 | -407168 | -191700 |
Avg Bars in Trades | 57 | 38 | 76 | 57 | 38 | 76 |
Avg Bars in Winners | 75 | 40 | 111 | 75 | 40 | 111 |
Avg Bars in Losers | 40 | 36 | 44 | 40 | 36 | 44 |
Bars Traded | 5333 | 1816 | 3517 | 5333 | 1816 | 3517 |
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 | 325420 | 272620 | -297446 | -579490 | -75458 | -581549 |
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{ "first_band": { "type": "dcm", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 151, "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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