Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558509.12 | 488663.8312 | 69845.2888 | 1303886.2969 | 907710.0189 | 396176.2781 |
Total P&L (%) | 558.5091 | 488.6638 | 69.8453 | 1303.8863 | 907.71 | 396.1763 |
Avg Daily Profit (%) | 0.2825 | 0.2472 | 0.0353 | 0.1337 | 0.1169 | 0.0811 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81365 | -39244 | -187099 | -543340 | -564181 | -746084 |
Profit Factor | 1.9106 | 2.8587 | 1.1993 | 1.3957 | 1.5765 | 1.2302 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 50.8197 | 50.8197 | 50.8197 | 50.8197 | 50.8197 | 50.8197 |
Ratio Avg Win / Avg Loss | 1.849 | 2.7665 | 1.1606 | 1.3506 | 1.5256 | 1.1905 |
Largest Winning Trade | 115803 | 115803 | 80575 | 482696 | 355238 | 482696 |
Largest Losing Trade | -37926 | -34880 | -37926 | -321943 | -315965 | -321943 |
Avg Bars in Trades | 60 | 41 | 79 | 60 | 41 | 79 |
Avg Bars in Winners | 87 | 52 | 121 | 87 | 52 | 121 |
Avg Bars in Losers | 33 | 30 | 35 | 33 | 30 | 35 |
Bars Traded | 7398 | 2561 | 4837 | 7398 | 2561 | 4837 |
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 | 460832 | -148092 | -308551 | -12979 | -195159 | -246638 |
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 215, "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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