Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812520.5452 | 831404.8974 | -18884.3522 | 4376.5274 | 29493.7849 | -25117.2575 |
Total P&L (%) | 812.5205 | 831.4049 | -18.8844 | 4.3765 | 29.4938 | -25.1173 |
Avg Daily Profit (%) | 0.4322 | 0.4422 | -0.01 | 0.0023 | 0.0137 | -0.0154 |
Buy And Hold Return (%) | 225.0392 | 225.0392 | 225.0392 | 225.0392 | 225.0392 | 225.0392 |
Max Trade Drawdown | -192160 | -47220 | -185209 | -98430 | -53492 | -91349 |
Profit Factor | 2.5947 | 5.5272 | 0.9421 | 1.0117 | 1.1932 | 0.8872 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 35.0649 | 30.7692 | 39.4737 | 35.0649 | 30.7692 | 39.4737 |
Ratio Avg Win / Avg Loss | 4.8049 | 12.4362 | 1.4445 | 1.8734 | 2.6847 | 1.3604 |
Largest Winning Trade | 684430 | 684430 | 62848 | 54385 | 52299 | 54385 |
Largest Losing Trade | -81289 | -17431 | -81289 | -40572 | -22712 | -40572 |
Avg Bars in Trades | 140 | 107 | 175 | 140 | 107 | 175 |
Avg Bars in Winners | 281 | 239 | 315 | 281 | 239 | 315 |
Avg Bars in Losers | 65 | 49 | 83 | 65 | 49 | 83 |
Bars Traded | 10855 | 4194 | 6661 | 10855 | 4194 | 6661 |
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 | -39683 | 300164 | -583191 | -614223 | -354599 | -583191 |
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{ "first_band": { "type": "dcm", "factors": { "length": 155, "offset": 172 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 155, "offset": 172 } }, "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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