Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 604500.9895 | 529293.629 | 75207.3605 | 2577017.1032 | 5745270.7094 | -3168253.6062 |
Total P&L (%) | 604.501 | 529.2936 | 75.2074 | 2577.0171 | 5745.2707 | -3168.2536 |
Avg Daily Profit (%) | 0.2418 | 0.2117 | 0.0301 | 0.1316 | 0.1629 | 0 |
Buy And Hold Return (%) | 851.5618 | 851.5618 | 851.5618 | 851.5618 | 851.5618 | 851.5618 |
Max Trade Drawdown | -91313 | -69038 | -100904 | -4014666 | -740715 | -4978290 |
Profit Factor | 2.1947 | 4.0077 | 1.2279 | 1.3128 | 4.6484 | 0.5246 |
Total Trades | 201 | 100 | 101 | 201 | 100 | 101 |
Winning Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Losing Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Profitability (%) | 55.2239 | 57 | 53.4653 | 55.2239 | 57 | 53.4653 |
Ratio Avg Win / Avg Loss | 1.7795 | 3.0233 | 1.0687 | 1.0644 | 3.5067 | 0.4566 |
Largest Winning Trade | 116941 | 116941 | 38530 | 2055480 | 2055480 | 416075 |
Largest Losing Trade | -74516 | -41243 | -74516 | -3792657 | -443382 | -3792657 |
Avg Bars in Trades | 47 | 48 | 45 | 47 | 48 | 45 |
Avg Bars in Winners | 59 | 60 | 58 | 59 | 60 | 58 |
Avg Bars in Losers | 31 | 33 | 30 | 31 | 33 | 30 |
Bars Traded | 9495 | 4898 | 4597 | 9495 | 4898 | 4597 |
Profit Streak | 5.2542 | 0 | 221.7542 | 5.2542 | 0 | 221.7542 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150765 | -149952 | -317235 | -17437 | 565503 | -579183 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 41 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "offset": 181 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 41 } }, "second_band": { "type": "dcm", "factors": { "length": 119, "offset": 181 } } }
# | 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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