Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 193259.0543 | 365351.894 | -172092.8397 | 4537868.3718 | 2221084.6736 | 2316783.6982 |
Total P&L (%) | 193.2591 | 365.3519 | -172.0928 | 4537.8684 | 2221.0847 | 2316.7837 |
Avg Daily Profit (%) | 0.0773 | 0.1461 | -0.0688 | 0.1536 | 0.1258 | 0.1275 |
Buy And Hold Return (%) | 907.3601 | 907.3601 | 907.3601 | 907.3601 | 907.3601 | 907.3601 |
Max Trade Drawdown | -273819 | -50575 | -307507 | -2528829 | -659951 | -2099909 |
Profit Factor | 1.3063 | 4.1596 | 0.666 | 1.8953 | 2.6813 | 1.6182 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 98 | 50 | 48 | 64 | 34 | 30 |
Losing Trades | 33 | 15 | 18 | 67 | 31 | 36 |
Profitability (%) | 74.8092 | 76.9231 | 72.7273 | 48.855 | 52.3077 | 45.4545 |
Ratio Avg Win / Avg Loss | 0.4399 | 1.2479 | 0.2497 | 1.9842 | 2.4447 | 1.9419 |
Largest Winning Trade | 107978 | 107978 | 39492 | 3317502 | 715984 | 3317502 |
Largest Losing Trade | -273819 | -50575 | -273819 | -1641277 | -230435 | -1641277 |
Avg Bars in Trades | 36 | 34 | 37 | 36 | 34 | 37 |
Avg Bars in Winners | 22 | 26 | 19 | 39 | 33 | 45 |
Avg Bars in Losers | 76 | 61 | 88 | 33 | 35 | 31 |
Bars Traded | 4736 | 2229 | 2507 | 4736 | 2229 | 2507 |
Profit Streak | 0 | 94.3878 | 0 | 0 | 94.3878 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -253236 | -284490 | -702012 | 353102 | -153373 | -149117 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "offset": 108 } } }
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "dcm", "factors": { "length": 49, "offset": 108 } } }
# | 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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