Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 774328.1259 | 630284.9385 | 144043.1875 | 2739102.822 | 2008571.5889 | 730531.2331 |
Total P&L (%) | 774.3281 | 630.2849 | 144.0432 | 2739.1028 | 2008.5716 | 730.5312 |
Avg Daily Profit (%) | 0.3717 | 0.3025 | 0.0691 | 0.1607 | 0.1464 | 0.1017 |
Buy And Hold Return (%) | 31.9753 | 31.9753 | 31.9753 | 31.9753 | 31.9753 | 31.9753 |
Max Trade Drawdown | -127143 | -94565 | -111554 | -8675170 | -6931190 | -3406591 |
Profit Factor | 1.7102 | 2.1793 | 1.2591 | 1.0573 | 1.0843 | 1.0305 |
Total Trades | 336 | 168 | 168 | 336 | 168 | 168 |
Winning Trades | 153 | 78 | 75 | 153 | 78 | 75 |
Losing Trades | 183 | 90 | 93 | 183 | 90 | 93 |
Profitability (%) | 45.5357 | 46.4286 | 44.6429 | 45.5357 | 46.4286 | 44.6429 |
Ratio Avg Win / Avg Loss | 2.0455 | 2.5146 | 1.5613 | 1.2646 | 1.2511 | 1.2778 |
Largest Winning Trade | 215874 | 215874 | 56752 | 4270119 | 4270119 | 2293402 |
Largest Losing Trade | -62106 | -32228 | -62106 | -2504053 | -1196197 | -2504053 |
Avg Bars in Trades | 73 | 59 | 87 | 73 | 59 | 87 |
Avg Bars in Winners | 106 | 83 | 129 | 106 | 83 | 129 |
Avg Bars in Losers | 46 | 38 | 53 | 46 | 38 | 53 |
Bars Traded | 24657 | 10010 | 14647 | 24657 | 10010 | 14647 |
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 | 459606 | 431857 | -103205 | -149766 | -126008 | -245597 |
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{ "first_band": { "type": "dcm", "factors": { "length": 244, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 244, "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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