Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645168.3003 | 531853.6492 | 113314.6511 | 3297289.5167 | 2196769.6271 | 1100519.8895 |
Total P&L (%) | 645.1683 | 531.8536 | 113.3147 | 3297.2895 | 2196.7696 | 1100.5199 |
Avg Daily Profit (%) | 0.3264 | 0.2691 | 0.0573 | 0.1785 | 0.1587 | 0.1258 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77813 | -42430 | -138013 | -1229492 | -961789 | -1257376 |
Profit Factor | 2.2766 | 3.4581 | 1.3921 | 1.6359 | 1.8953 | 1.4028 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 54.8077 | 57.6923 | 51.9231 | 54.8077 | 57.6923 | 51.9231 |
Ratio Avg Win / Avg Loss | 1.8772 | 2.5359 | 1.289 | 1.3489 | 1.3899 | 1.2989 |
Largest Winning Trade | 120915 | 120915 | 79146 | 980893 | 821176 | 980893 |
Largest Losing Trade | -42430 | -42430 | -36483 | -961789 | -961789 | -798037 |
Avg Bars in Trades | 70 | 49 | 92 | 70 | 49 | 92 |
Avg Bars in Winners | 96 | 54 | 142 | 96 | 54 | 142 |
Avg Bars in Losers | 40 | 42 | 37 | 40 | 42 | 37 |
Bars Traded | 7380 | 2586 | 4795 | 7380 | 2586 | 4795 |
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 | 516664 | -163816 | -295533 | 386654 | -168886 | -203739 |
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{ "first_band": { "type": "dcm", "factors": { "length": 233, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 233, "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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