Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389613.5665 | 360480.0753 | 29133.4912 | 72167.3299 | -4322.5844 | 76489.9143 |
Total P&L (%) | 389.6136 | 360.4801 | 29.1335 | 72.1673 | -4.3226 | 76.4899 |
Avg Daily Profit (%) | 0.1663 | 0.1539 | 0.0124 | 0.0232 | -0.0019 | 0.0242 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -134964 | -72143 | -174888 | -234095 | -178610 | -120004 |
Profit Factor | 1.4438 | 1.8038 | 1.0678 | 1.0711 | 0.9922 | 1.1665 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 82 | 40 | 42 | 82 | 40 | 42 |
Profitability (%) | 48.1013 | 49.3671 | 46.8354 | 48.1013 | 49.3671 | 46.8354 |
Ratio Avg Win / Avg Loss | 1.5578 | 1.85 | 1.2122 | 1.1557 | 1.0177 | 1.3242 |
Largest Winning Trade | 155990 | 155990 | 65511 | 84830 | 75871 | 84830 |
Largest Losing Trade | -52807 | -40895 | -52807 | -85761 | -85761 | -62726 |
Avg Bars in Trades | 43 | 34 | 51 | 43 | 34 | 51 |
Avg Bars in Winners | 49 | 38 | 62 | 49 | 38 | 62 |
Avg Bars in Losers | 36 | 31 | 42 | 36 | 31 | 42 |
Bars Traded | 6815 | 2744 | 4071 | 6815 | 2744 | 4071 |
Profit Streak | 0 | 0 | 14.9879 | 0 | 0 | 14.9879 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341862 | -16556 | -352912 | -304080 | -606315 | -225412 |
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{ "first_band": { "type": "dcm", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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# | 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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